Statistical inference for high-dimensional global minimum variance portfolios (Q2932763)
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scientific article; zbMATH DE number 6378749
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| English | Statistical inference for high-dimensional global minimum variance portfolios |
scientific article; zbMATH DE number 6378749 |
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Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (English)
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9 December 2014
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general asymptotics
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high-dimensional inference
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minimum variance portfolio
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portfolio optimization
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0.8726706504821777
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0.8449735641479492
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0.8422998189926147
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0.8259884119033813
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0.8016233444213867
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