A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427): Difference between revisions

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Revision as of 21:09, 10 July 2024

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A test for the weights of the global minimum variance portfolio in an elliptical model
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    A test for the weights of the global minimum variance portfolio in an elliptical model (English)
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    14 October 2015
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    portfolio analysis
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    global minimum variance portfolio
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    elliptically contoured distribution
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    general linear hypothesis
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