Covariance averaging for improved estimation and portfolio allocation

Fotis Papailias, Dimitrios D. Thomakos

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	31-59
Journal	Financial Markets and Portfolio Management
Volume	29
Issue number	1
DOIs	https://doi.org/10.1007/s11408-014-0242-0
Publication status	Published - 1 Feb 2015

Access to Document

@article{21f93bef88de4b08902c4c157b3b4be3,

title = "Covariance averaging for improved estimation and portfolio allocation",

author = "Fotis Papailias and Thomakos, {Dimitrios D.}",

year = "2015",

month = feb,

day = "1",

doi = "10.1007/s11408-014-0242-0",

language = "English",

volume = "29",

pages = "31--59",

journal = "Financial Markets and Portfolio Management",

issn = "1934-4554",

publisher = "Springer New York",

number = "1",

}

TY - JOUR

T1 - Covariance averaging for improved estimation and portfolio allocation

AU - Papailias, Fotis

AU - Thomakos, Dimitrios D.

PY - 2015/2/1

Y1 - 2015/2/1

U2 - 10.1007/s11408-014-0242-0

DO - 10.1007/s11408-014-0242-0

M3 - Article

SN - 1934-4554

VL - 29

SP - 31

EP - 59

JO - Financial Markets and Portfolio Management

JF - Financial Markets and Portfolio Management

IS - 1

ER -