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Filtering by: Creator Grimshaw, Benjamin Steven. Creator McGurl, Marc O. Major Actuarial Mathematics Major Mathematical Sciences Collections Major Qualifying Projects Year 2004

Comparing different covariance matrix estimation methods for stock portfolio selection

Creator:

McGurl, Marc O. and Grimshaw, Benjamin Steven.

Advisor:

Swift, Andrew W. and Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2004-01-01

Resource Type:

Major Qualifying Project

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