The distribution of sample mean-variance portfolio weights (Q6549271)
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scientific article; zbMATH DE number 7859065
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| English | The distribution of sample mean-variance portfolio weights |
scientific article; zbMATH DE number 7859065 |
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The distribution of sample mean-variance portfolio weights (English)
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3 June 2024
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portfolio choice
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estimation risk
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stochastic representation
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high-dimensional asymptotics
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minimum-variance frontier
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0.8435120582580566
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0.8357411026954651
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0.8354390263557434
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0.8293874263763428
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