Sampling error and double shrinkage estimation of minimum variance portfolios

Bertrand Candelon, Christophe Hurlin and Sessi Tokpavi ()

No 2, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2011-01-01
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Related works:
Journal Article: Sampling error and double shrinkage estimation of minimum variance portfolios (2012)
Working Paper: Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2011002

DOI: 10.26481/umamet.2011002

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