On the inverse of the covariance matrix in portfolio analysis:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Washington, DC
Board of Governors of the Federal Reserve System
1995
|
| Series: | International finance discussion papers
528 |
| Subjects: | |
| Physical Description: | 15 S. |
Staff View
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| id | DE-604.BV011320693 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:07:46Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007605851 |
| oclc_num | 33393576 |
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| physical | 15 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
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| publisher | Board of Governors of the Federal Reserve System |
| record_format | marc |
| series | International finance discussion papers |
| series2 | International finance discussion papers |
| spelling | Stevens, Guy V. Verfasser aut On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens Washington, DC Board of Governors of the Federal Reserve System 1995 15 S. txt rdacontent n rdamedia nc rdacarrier International finance discussion papers 528 Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models International finance discussion papers 528 (DE-604)BV004858255 528 |
| spellingShingle | Stevens, Guy V. On the inverse of the covariance matrix in portfolio analysis International finance discussion papers Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models |
| title | On the inverse of the covariance matrix in portfolio analysis |
| title_auth | On the inverse of the covariance matrix in portfolio analysis |
| title_exact_search | On the inverse of the covariance matrix in portfolio analysis |
| title_full | On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens |
| title_fullStr | On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens |
| title_full_unstemmed | On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens |
| title_short | On the inverse of the covariance matrix in portfolio analysis |
| title_sort | on the inverse of the covariance matrix in portfolio analysis |
| topic | Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models |
| topic_facet | Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models |
| volume_link | (DE-604)BV004858255 |
| work_keys_str_mv | AT stevensguyv ontheinverseofthecovariancematrixinportfolioanalysis |