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

From MaRDI portal
Revision as of 21:09, 10 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
A test for the weights of the global minimum variance portfolio in an elliptical model
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references