On the exact distribution of the estimated expected utility portfolio weights: theory and applications (Q3107437)
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scientific article; zbMATH DE number 5991570
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| English | On the exact distribution of the estimated expected utility portfolio weights: theory and applications |
scientific article; zbMATH DE number 5991570 |
Statements
On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (English)
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23 December 2011
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asset pricing
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expected quadratic utility
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multivariate test
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portfolio efficiency
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exact distribution
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0.8763346672058105
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0.8329934477806091
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0.7931576371192932
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0.7886822819709778
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