FISZEDER, P. Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices. Dynamic Econometric Models, [S. l.], v. 11, p. 87–98, 2011. DOI: 10.12775/DEM.2011.006. Disponível em: https://apcz.umk.pl/DEM/article/view/DEM.2011.006. Acesso em: 27 apr. 2024.