An Empirical Study to Optimize Mean and Covariance Estimation in an Individual-stock and a Multi-manager Setting

Additional Metadata
Keywords	Portfolio optimization; Reduce estimation errors; Shrinkage estimators; Dynamic estimators
Thesis Advisor	Lonn, SOR
Persistent URL	hdl.handle.net/2105/67155
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	Hoving, M.L.G. (2023, July 20). An Empirical Study to Optimize Mean and Covariance Estimation in an Individual-stock and a Multi-manager Setting. Econometrie. Retrieved from http://hdl.handle.net/2105/67155

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