Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
Help
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Keyword
CALM
Remove constraint Keyword: CALM
Collections
Masters Reports
Remove constraint Collections: Masters Reports
1
entry found
Sort by relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
Number of results to display per page
10 per page
10
per page
20
per page
50
per page
100
per page
View results as:
List
Gallery
Masonry
Slideshow
Search Results
Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Management (CALM) Model Within the Markowitz Framework
Keyword:
covariance matrix estimation
,
CALM
,
shrinkage parameter
,
Ledoit's model
, and
forward looking signal
Creator:
Zhang, Yafei
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-05-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Toggle facets
Limit your search
Collections
Masters Reports
[remove]
1
Year
2014
1
Creator
Zhang, Yafei
1
Advisor
Blais, Marcel Y.
1
Contributor
Blais, Marcel Y.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Report
1
