Construction and Inferences of the Efficient Frontier in Elliptical Models (Q2919540)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and Inferences of the Efficient Frontier in Elliptical Models |
scientific article |
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Construction and Inferences of the Efficient Frontier in Elliptical Models (English)
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4 October 2012
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efficient frontier
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mean-variance portfolio
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parameter uncertainty
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interval estimation
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matrix variate elliptically contoured distribution
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