A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730)

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A test on the location of the tangency portfolio on the set of feasible portfolios
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    A test on the location of the tangency portfolio on the set of feasible portfolios (English)
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    16 March 2021
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    tangency portfolio
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    feasible portfolios
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    test theory
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    power function
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    out-of-sample performance
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