Pages that link to "Item:Q2932763"
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The following pages link to Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763):
Displayed 5 items.
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- High-Dimensional CLTs for Individual Mahalanobis Distances (Q4689248) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- A generalized pivotal quantity approach to portfolio selection (Q5138630) (← links)