Estimating Covariance As a Measure of Portfolio Risk Between Highly Correlated Assets

Kemalbay G., Berak Korkmazoğlu Ö.

International Conference on Advances in Statistics ICAS2015, Dubai, United Arab Emirates, 24 - 28 March 2015, pp.103

  • Publication Type: Conference Paper / Summary Text
  • City: Dubai
  • Country: United Arab Emirates
  • Page Numbers: pp.103
  • Yıldız Technical University Affiliated: Yes