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Tilburg University
From EWMA to RSDC: comparing correlation models in minimum-variance and mean-variance portfolios
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
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- Kok, R.Y.
- Contributors dc:contributor
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- Kerkhof, F.L.J.
Rights
dc:rights- Statement dc:rights
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- (c) Universiteit van Tilburg
- Language dc:language
- eng
Identifiers
dc:identifier.*- Repository record dc:identifier
- https://tilburguniversity.on.worldcat.org/search?queryString=scr.uvt.nl:11125099
- OAI identifier oai:identifier
- oai:scr.uvt.nl:11125099