Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369)
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scientific article; zbMATH DE number 7910980
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| English | Sample and realized minimum variance portfolios: estimation, statistical inference, and tests |
scientific article; zbMATH DE number 7910980 |
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Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (English)
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11 September 2024
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portfolio selection
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realized covariances
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realized GMVP weights
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sample GMVP weights
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