On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the mean and variance of the estimated tangency portfolio weights for small samples |
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On the mean and variance of the estimated tangency portfolio weights for small samples (English)
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13 December 2022
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tangency portfolio
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singular inverse Wishart
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Moore-Penrose inverse
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reflexive generalized inverse
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estimator moments
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