THE APPROACH TAKEN BY ROGERS’ TEAM TO CALCULATE THE CORRELATION MA...

27. - MOCK SAMPLE EXAM CFA LEVEL III MOCK EXAM QUESTIONS 2012
MOCK SAMPLE EXAM CFA LEVEL III MOCK EXAM QUESTIONS 2012

27. The approach taken by Rogers’ team to calculate the correlation matrix is best described as

which type of estimator?

A. Historical

B. Shrinkage

C. Time-series