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On the Diversification, Observability, and Measurement of E..:

Clarkson, Pete ; Guedes, Jose ; Thompson, Rex
The Journal of Financial and Quantitative Analysis. 31 (1996) 1 - p. 69-84 , 1996

Link: https://www.jstor.org/stable/2331387

RT Journal
T1 <Title>On the Diversification, Observability, and Measurement of Estimation Risk</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-2331387&Exemplar=1&LAN=DE
				
A1 Clarkson, Pete
A1 Guedes, Jose
A1 Thompson, Rex
PB University of Washington Graduate School of Business Administration
YR 1996
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Investors
K1 Financial instruments
K1 Financial securities
K1 Financial management
K1 Financial risk
K1 Investment risk
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical results
K1 Statistical properties
K1 Statistical discrepancies
K1 Securities management
K1 Security portfolios
K1 Financial portfolios
K1 Applied sciences
K1 Research methods
K1 Observational research
K1 Pure mathematics
K1 Linear algebra
K1 Matrix theory
K1 Matrices
K1 Covariance matrices
K1 Information science
K1 Information management
K1 Data management
K1 Data architecture
K1 Data security
K1 Investment strategies
K1 Portfolio diversification
JF The Journal of Financial and Quantitative Analysis
VO 31
IS 1
SP 69
OP 84
LK http://dx.doi.org/https://www.jstor.org/stable/2331387
DO https://www.jstor.org/stable/2331387
SF ELIB - SuUB Bremen

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