Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q5238992): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 19:25, 5 March 2024

scientific article; zbMATH DE number 7123374
Language Label Description Also known as
English
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
scientific article; zbMATH DE number 7123374

    Statements

    Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 October 2019
    0 references

    Identifiers