Ahsen Saghir
Dados Biográficos
| ID | 10071364 |
|---|---|
| NOME | Ahsen Saghir |
| PRENOMES | Ahsen |
| SOBRENOME | Saghir |
| ASSINATURA | SAGHIR A |
| AFILIAÇÕES | Foundation University Medical College |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 1 |
| TOTAL DE CITAÇÕES | 0 |
| TOTAL COMO AUTOR | 1 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2021 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2021 |
| ÍNDICE H | 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…
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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 obra) · Covariance matrix (1 obra) · Econometrics (1 obra) · Economics (1 obra) · Estimator (1 obra) · Finance (1 obra) · Financial Markets and Investment Strategies (1 obra) · Mathematics (1 obra) · Portfolio (1 obra) · Portfolio optimization (1 obra)