Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
出版年份 2016 全文链接
标题
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
作者
关键词
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出版物
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 34, Issue 4, Pages 489-503
出版商
Informa UK Limited
发表日期
2015-06-12
DOI
10.1080/07350015.2015.1052458
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