On the application of new tests for structural changes on global minimum-variance portfolios (Q379943)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the application of new tests for structural changes on global minimum-variance portfolios |
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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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