Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293): Difference between revisions
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Latest revision as of 14:31, 14 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory |
scientific article |
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Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (English)
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9 August 2019
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tangency portfolio
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singular Wishart distribution
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singular covariance matrix
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high-dimensional asymptotics
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hypothesis testing
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