Higher order moments of the estimated tangency portfolio weights (Q5861531)
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scientific article; zbMATH DE number 7482737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher order moments of the estimated tangency portfolio weights |
scientific article; zbMATH DE number 7482737 |
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Higher order moments of the estimated tangency portfolio weights (English)
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1 March 2022
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tangency portfolio
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higher order moments
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Wishart distribution
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