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Anchor text: A well-conditioned estimator for large-dimensional covariance matrices
Anchor text: Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Anchor text: Honey, I shrunk the sample covariance matrix
Anchor text: scaled identity
Anchor text: single-index model
Anchor text: constant-correlation model
Anchor text: Bruno S. Frey
Anchor text: University of Zürich, Department of Economics