Publication: Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
Date
Date
Date
2021
Dissertation
Published version
Citations
De Nard, G. (2021). Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions. (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-206333
Metrics
Citations
Additional indexing
Creators (Authors)
Faculty
Faculty
Faculty
Faculty of Economics
Item Type
Item Type
Item Type
Dissertation
Referees
Language
Language
Language
English
Place of Publication
Place of Publication
Place of Publication
Zürich
Publication date
Publication date
Publication date
2021
Date available
Date available
Date available
2021-09-09
Number of pages
Number of pages
Number of pages
264
OA Status
OA Status
OA Status
Green
Metrics
Citations
Citations
De Nard, G. (2021). Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions. (Dissertation, University of Zurich) https://doi.org/10.5167/uzh-206333
Green Open Access
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