On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the exact distribution of the estimated expected utility portfolio weights: Theory and applications |
scientific article |
Statements
On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (English)
0 references
23 December 2011
0 references
asset pricing
0 references
expected quadratic utility
0 references
multivariate test
0 references
portfolio efficiency
0 references
exact distribution
0 references
0 references