Linear statistical inference for global and local minimum variance portfolios (Q451456)
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scientific article; zbMATH DE number 6085498
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| default for all languages | No label defined |
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| English | Linear statistical inference for global and local minimum variance portfolios |
scientific article; zbMATH DE number 6085498 |
Statements
Linear statistical inference for global and local minimum variance portfolios (English)
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23 September 2012
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estimation risk
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linear regression theory
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Markowitz portfolio
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minimum variance portfolio
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portfolio optimization
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top down investment
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0.8449735641479492
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0.8401947021484375
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0.828930139541626
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0.8173660039901733
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0.8168982863426208
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