On portfolio optimization
Subtitle: forecasting covariances and choosing the risk model
By: Louis K. C. Chan, Jason Karceski, Josef Lakonishok.
Contributors: Karceski, Jason.; Lakonishok, Josef.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7039; Working paper series (National Bureau of Economic Research) -- working paper no. 7039.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 42
Subjects: Stocks -- Prices -- United States -- Econometric models.; Stocks -- Prices -- United States -- Forecasting -- Statistical methods.; Portfolio management -- United States -- Statistical methods.; Investment analysis -- United States -- Statistical methods.; Risk management -- United States -- Statistical methods.
Other titles: Portfolio optimization
Notes: "March 1999."

JEL no. G11, G12.

Includes bibliographical references (p. 40-42).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).