Factor Covariance Estimation: Static versus Dynamic modelling in a Portfolio Optimisation setting

Additional Metadata
Keywords	High-Dimensional Covariance Estimation; Factor Portfolio: Portfolio Management
Thesis Advisor	Lonn, SOR
Persistent URL	hdl.handle.net/2105/67149
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	Gijssel, E.P.M. (2023, August 16). Factor Covariance Estimation: Static versus Dynamic modelling in a Portfolio Optimisation setting. Econometrie. Retrieved from http://hdl.handle.net/2105/67149

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