The Dispersion Bias (Q5080131): Difference between revisions
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scientific article; zbMATH DE number 7533968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dispersion Bias |
scientific article; zbMATH DE number 7533968 |
Statements
The Dispersion Bias (English)
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31 May 2022
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dispersion bias
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optimization bias
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eigenvector
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minimum variance portfolio
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covariance matrix
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shrinkage
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