On the application of new tests for structural changes on global minimum-variance portfolios (Q379943)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the application of new tests for structural changes on global minimum-variance portfolios |
scientific article; zbMATH DE number 6224847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the application of new tests for structural changes on global minimum-variance portfolios |
scientific article; zbMATH DE number 6224847 |
Statements
On the application of new tests for structural changes on global minimum-variance portfolios (English)
0 references
11 November 2013
0 references
fluctuation test
0 references
Markowitz
0 references
portfolio optimization
0 references
structural break
0 references
0 references
0 references
0.8652788400650024
0 references
0.7878824472427368
0 references
0.7818478941917419
0 references
0.7681869864463806
0 references
0.7633829712867737
0 references
