20022019
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Research Output 2002 2019

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Review article
2019
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Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review

Sun, R., Ma, T., Liu, S. & SATHYE, M., 24 Mar 2019, In : Journal of Risk and Financial Management. 12, 1, p. 1-33 33 p.

Research output: Contribution to journalReview article

Open Access
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Portfolio risk
Risk measurement
Covariance matrix estimation
Portfolio selection
Financial data