Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003)
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scientific article; zbMATH DE number 6545800
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical inference procedure for the mean-variance efficient frontier with estimated parameters |
scientific article; zbMATH DE number 6545800 |
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Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (English)
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25 February 2016
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mean-variance analysis
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efficient frontier
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multivariate test
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parameter uncertainty
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exact distribution
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0.8195807337760925
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0.8106292486190796
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0.7881603240966797
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0.7826070189476013
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0.7745786905288696
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