Forecast Correlation Coefficient Matrix of Stock Returns in Portfolio Analysis

Doctoral thesis English OPEN
Zhao, Feng;
  • Publisher: eScholarship, University of California
  • Subject: Statistics

In Modern Portfolio Theory, the correlation coefficients decide the risk of a set of stocks in the portfolio. So, to understand the correlation coefficients between returns of stocks, is a challenge but is very important for the portfolio management. Usually, the stocks... View more
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