Enhancing Portfolio Asset Allocation Efficiency using Blended Covariance Matrices

Simple item page
dc.article.end-page355en
dc.article.start-page343en
dc.citation.doi10.32479/IJEFI.18883en
dc.contributor.authorR Pienaaren
dc.contributor.authorGary Van Vuurenen
dc.date.accessioned2025-10-13T17:13:31Z
dc.facultyFACULTY OF COMMERCE, LAW & MANAGEMENTen
dc.identifier.citationSCOPUSen
dc.identifier.urihttps://hdl.handle.net/10539/47010
dc.journal.titleEnhancing Portfolio Asset Allocation Efficiency using Blended Covariance Matricesen
dc.journal.volume15en
dc.titleEnhancing Portfolio Asset Allocation Efficiency using Blended Covariance Matricesen
dc.typeJournal Articleen

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
Journal Article.pdf
Size:
1.39 MB
Format:
Adobe Portable Document Format
Description:
Bitstream uploaded by REST Client
Download

Collections

Academic Wits Research Outputs (All submissions)