Distributional properties of portfolio weights (Q278053)
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scientific article; zbMATH DE number 6575850
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributional properties of portfolio weights |
scientific article; zbMATH DE number 6575850 |
Statements
Distributional properties of portfolio weights (English)
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2 May 2016
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optimal portfolio weights
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multivariate distribution
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Wishart distribution
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0.88602406
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0.8809615
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0.8787293
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0.87820005
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