EWMA Control Charts for Monitoring Optimal Portfolio Weights (Q3445887)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EWMA Control Charts for Monitoring Optimal Portfolio Weights |
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EWMA Control Charts for Monitoring Optimal Portfolio Weights (English)
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7 June 2007
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changes in the covariance matrix
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global minimum variance portfolio
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multivariate normal distribution
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statistical process control
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