Work

Improved Estimates of Correlation Coefficients and their Impact on Optimum Portfolios

Year: 2006

Type: article

Source: European Financial Management

DOI: 10.1111/j.1354-7798.2006.00322.x

Authors: Edwin J. Elton, Martin J. Gruber, Jonathan Spitzer

Institution: New York University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2046790286

FWCI: 5.671

Cites: 27

Cited by: 61

Related to: 10