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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
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- UBUKATA Masato
- Osaka University
Bibliographic Information
- Title
- Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
- Author
- Masato Ubukata
Journal
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- Discussion Papers In Economics And Bisiness
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Discussion Papers In Economics And Bisiness 9-30, 2009
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Details 詳細情報について
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- CRID
- 1010000782060431621
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- Article Type
- journal article
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- Data Source
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- KAKEN
