Construction and Inferences of the Efficient Frontier in Elliptical Models (Q2919540)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Construction and Inferences of the Efficient Frontier in Elliptical Models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and Inferences of the Efficient Frontier in Elliptical Models |
scientific article |
Statements
Construction and Inferences of the Efficient Frontier in Elliptical Models (English)
0 references
4 October 2012
0 references
efficient frontier
0 references
mean-variance portfolio
0 references
parameter uncertainty
0 references
interval estimation
0 references
matrix variate elliptically contoured distribution
0 references
