CUSUM control charts for monitoring optimal portfolio weights (Q2275651)
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scientific article; zbMATH DE number 5937303
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| default for all languages | No label defined |
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| English | CUSUM control charts for monitoring optimal portfolio weights |
scientific article; zbMATH DE number 5937303 |
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CUSUM control charts for monitoring optimal portfolio weights (English)
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9 August 2011
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minimum variance portfolio
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changes in the covariance matrix
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statistical process control
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0.8698114156723022
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0.8052622675895691
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0.7991048097610474
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0.7893654704093933
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0.7705507874488831
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