Efficient Portfolio Selection in a Large Market

Author:

Chen Jiaqin,Yuan Ming

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance

Reference45 articles.

1. Anderson T. W. 2003. An Introduction to Multivariate Statistical Analysis, 3rd edition. New York: Wiley.

2. Portfolio Selection with Estimation Risk: A Test-Based Approach

3. Determining the Number of Factors in Approximate Factor Models

4. Bawa V. S. Brown S. Klein R. . 1979. Estimation Risk and Optimal Portfolio Choice. Amsterdam, The Netherlands: North Holland.

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