Pages that link to "Item:Q2317293"
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The following pages link to Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293):
Displayed 4 items.
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
