Quarticity Shrinkage:  A new Method of Portfolio Allocation

Additional Metadata
Keywords	Portfolio Allocation; Shrinkage; Realized Quarticity; Equally Weighted Portfolio; Uncertainty in Covariance Matrices
Thesis Advisor	Kleen, O.
Persistent URL	hdl.handle.net/2105/59458
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Beurden, S.L.Y. van. (2021, August 3). Quarticity Shrinkage: A new Method of Portfolio Allocation. Econometrie. Retrieved from http://hdl.handle.net/2105/59458

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