PDF-Honey Shrunk the Sample Co ariance Matrix Olivier Ledoit Equities Division Credit Suisse

Author : giovanna-bartolotta | Published Date : 2014-12-24

net Mic hael olf Departmen of Economics and Business Univ ersitat omp eu abra Ramon rias argas 2527 08005 Barcelona Spain mic haelw olfupfedu No em er 2003 Abstract

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Honey Shrunk the Sample Co ariance Matrix Olivier Ledoit Equities Division Credit Suisse: Transcript


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