On portfolio optimization : forecasting covariances and choosing the risk model / Louis K.C. Chan, Jason Karceski, Josef Lakonishok

Author	Chan, Louis K. C
Title	On portfolio optimization : forecasting covariances and choosing the risk model / Louis K.C. Chan, Jason Karceski, Josef Lakonishok
Imprint	Cambridge, Mass. \|:bNational Bureau of Economic Research, 1999
Descript	58 p. ; 22 cm

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