Linear statistical inference for global and local minimum variance portfolios (Q451456)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear statistical inference for global and local minimum variance portfolios |
scientific article |
Statements
Linear statistical inference for global and local minimum variance portfolios (English)
0 references
23 September 2012
0 references
estimation risk
0 references
linear regression theory
0 references
Markowitz portfolio
0 references
minimum variance portfolio
0 references
portfolio optimization
0 references
top down investment
0 references
