Covariance complexity and rates of return on assets

Keyphrases

• Bayes-Stein 50%
• Constant Relative Risk Aversion 50%
• Covariance Complexity 100%
• Covariance Matrix 100%
• Covariance Structure 50%
• Empirical Bayes Estimator 50%
• Estimation Error 50%
• Expected Rate of Return 50%
• Information Sharing 50%
• Maximum Likelihood 50%
• Mean Return 50%
• Mean Squared Error 50%
• Portfolio Choice 50%
• Rate of Return on Assets 100%
• Return Distribution 50%
• Risky Assets 50%
• Stein-type Estimator 50%

Mathematics

• Bayesian Estimation 50%
• Covariance 100%
• Covariance Matrix 100%
• Covariance Structure 50%
• Empirical Bayes Procedure 50%
• Maximum Likelihood 50%
• Relative Risk 50%
• Return Distribution 50%
• Risk Aversion 50%
• Risky Asset 50%
• Squared Error 50%
• Stein Estimator 50%

Economics, Econometrics and Finance

• Portfolio Choice 100%
• Wealth 100%