Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Olivier Ledoit and Michael Wolf

Journal of Empirical Finance, 2003, vol. 10, issue 5, 603-621

Date: 2003
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Working Paper: Improved estimation of the covariance matrix of stock returns with an application to portofolio selection (2001)
Working Paper: Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2000)
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