Covariance Matrix Uncertainty in Cross-Sectional Shrinkage

Additional Metadata
Keywords	Stochastic Discount Factor; Shrinkage; Covariance Matrix Uncertainty
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/59897
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	Wollaert, O.W. (2021, November 4). Covariance Matrix Uncertainty in Cross-Sectional Shrinkage. Econometrie. Retrieved from http://hdl.handle.net/2105/59897

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