Additional Metadata
Keywords Portfolio Management; High-Dimensional Inverse Covariance
Thesis Advisor Lonn, S.O.R.
Persistent URL hdl.handle.net/2105/52816
Series Econometrie
Citation
Mandigers, T.W. (2020, August 27). Portfolio Performance With High-Dimensional Inverse Covariance Matrix. Econometrie. Retrieved from http://hdl.handle.net/2105/52816