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Contribution Details

Type Dissertation
Scope Discipline-based scholarship
Title Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
Organization Unit
Authors
  • Gianluca De Nard
Supervisors
  • Markus Leippold
  • Michael Wolf
  • Marc Paolella
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Number of Pages 264
Date 2021
Other Identification Number merlin-id:21302
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