Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
De Nard, Gianluca. Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions. 2021, University of Zurich, Faculty of Economics.
Additional indexing
| Item Type: | Dissertation (monographical) |
|---|---|
| Referees: | Leippold Markus, Wolf Michael, Paolella Marc S |
| Communities & Collections: | 03 Faculty of Economics > Department of Finance
UZH Dissertations |
| Dewey Decimal Classification: | 330 Economics |
| Scope: | Discipline-based scholarship (basic research) |
| Language: | English |
| Place of Publication: | Zürich |
| Date: | 2021 |
| Deposited On: | 09 Sep 2021 11:28 |
| Last Modified: | 06 Mar 2024 14:35 |
| Number of Pages: | 264 |
| OA Status: | Green |
| Other Identification Number: | merlin-id:21302 |
Permanent URL
https://doi.org/10.5167/uzh-206333
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De Nard, Gianluca