Risk-Based Portfolios with Large Dynamic Covariance Matrices
Nakagawa, Kei; Imamura, Mitsuyoshi; Yoshida, Kenichi
- 期刊名称International Journal of Financial Studies
- 作者Nakagawa, Kei; Imamura, Mitsuyoshi; Yoshida, Kenichi
- 卷第6卷
- 期第2期
- 电子ISSN2227-7072
- 文件大小315.44KB
- 发表时间2018-05-14
- DOI10.3390/ijfs6020052