Ester Pantaleo

University of Bari

Piazza Umberto I

Bari, 70121

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

204

CITATIONS

1

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
University of Bari, University of Palermo, Università di Bologna and University of Palermo
Downloads 165 (178,233)
Citation 5

Abstract:

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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, University of Bari, affiliation not provided to SSRN and University of Bari - Department of Physics
Downloads 39 (423,037)

Abstract:

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