What method can be used as an approximation to the full covariance structure of a group of

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What method can be used as an approximation to the full covariance structure of a group of assets?

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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What method can be used as an approximation to the full covariance structure of a group of

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The Theory And Practice Of Investment Management

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