TY  - BOOK
AU  - Chan,Louis K.C.
AU  - Karceski,Jason
AU  - Lakonishok,Josef
TI  - On portfolio optimization : forecasting covariances and choosing the risk model
AV  - HG4529.5 C426O
PY  - 1999///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
KW  - PORTFOLIO MANAGEMENT
KW  - UNITED STATES
KW  - ECONOMETRIC MODELS
KW  - STOCKS
KW  - PRICES
KW  - FORECASTING
KW  - ECONOMETRIC MODE
KW  - RISK MANAGEMENT
KW  - ECONOMICS
KW  - RESEARCH
ER  -