Ester Pantaleo

Università degli Studi di Bari “Aldo Moro” (UNIBA)

Piazza Umberto I

Bari, 70121

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

211

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

When do Improved Covariance Matrix Estimators Enhance Portfolio Optimization? An Empirical Comparative Study of Nine Estimators

Number of pages: 30 Posted: 27 Apr 2010
Università degli Studi di Bari “Aldo Moro” (UNIBA), University of Palermo, Università di Bologna and University of Palermo
Downloads 167 (191,510)
Citation 3

Abstract:

Loading...

portfolio optimization, covariance matrix estimator

2.

Hausdorff Clustering of Financial Time Series

Physica A, Vol. 379, pp. 635–644, 2007
Number of pages: 10 Posted: 03 Sep 2010
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Università degli Studi di Bari “Aldo Moro” (UNIBA), affiliation not provided to SSRN and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics
Downloads 44 (437,244)

Abstract:

Loading...