Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Login
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Keyword
shrink-
Remove constraint Keyword: shrink-
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
Download search results to .CSV file
Search Results
Add to Category
Remove From Category
Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Model (CALM) Within the Markowitz Framework
Keyword:
covariance matrix estimation
,
shrink-
, and
Ledoit's model
Creator:
McArthur, Gregory D
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-05-09
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Toggle facets
Limit your search
Collections
Masters Reports
[remove]
1
Year
2014
1
Creator
McArthur, Gregory D
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
