On the application of new tests for structural changes on global minimum-variance portfolios (Q379943): Difference between revisions
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Revision as of 01:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the application of new tests for structural changes on global minimum-variance portfolios |
scientific article |
Statements
On the application of new tests for structural changes on global minimum-variance portfolios (English)
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11 November 2013
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fluctuation test
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Markowitz
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portfolio optimization
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structural break
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