On portfolio optimization : forecasting covariances and choosing the risk model

Bibliographic Details
Main Author:	Chan, Louis K.C
Other Authors:	Karceski, Jason, Lakonishok, Josef
Format:	Book
Language:	English
Published:	Cambridge National Bureau of Economic Research 1999.
Series:	NBER working paper series no.7039
Subjects:	Stocks > Prices > Forecasting > Statistical methods. > United States. Portfolio management > Statisical methods. > United States. Investment analysis > Statistical methods. > Unitd States. Risk management > Statistical methods. > United States.