Essays about: "covariance ma- trix"
Found 1 essay containing the words covariance ma- trix.
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1. Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation
University essay from KTH/Industriell Marknadsföring och EntreprenörskapAbstract : Ever since its introduction in 1952, the Mean-Variance (MV) portfolio selection theory has remained a centerpiece within the realm of e_cient asset allocation. However, in scienti_c circles, the theory has stirred controversy. READ MORE
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