Ahsen Saghir
Biographic Data
| ID | 10071364 |
|---|---|
| NAME | Ahsen Saghir |
| GIVEN NAMES | Ahsen |
| FAMILY NAME | Saghir |
| SIGNATURE | SAGHIR A |
| AFFILIATIONS | Foundation University Medical College |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
On Portfolio Optimization
Purpose: The study evaluates the performance of alternative variance-covariance estimators as a fundamental ingredient to portfolio optimization. Methodology: The study estimates eleven covariance matrices on the data of Pakistan stock exchange's non-financial sector firms covering the period from July 2006 to June 2020. The accuracy and efficiency of covariance estimators are assessed through two evaluation parameters: root mean square error and…
No prominent works on this page.
On Portfolio Optimization
Purpose: The study evaluates the performance of alternative variance-covariance estimators as a fundamental ingredient to portfolio optimization. Methodology: The study estimates eleven covariance matrices on the data of Pakistan stock exchange's non-financial sector firms covering the period from July 2006 to June 2020. The accuracy and efficiency of covariance estimators are assessed through two evaluation parameters: root mean square error and…
Covariance (1 work) · Covariance matrix (1 work) · Econometrics (1 work) · Economics (1 work) · Estimator (1 work) · Finance (1 work) · Financial Markets and Investment Strategies (1 work) · Mathematics (1 work) · Portfolio (1 work) · Portfolio optimization (1 work)