Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances (Q6667066)

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scientific article; zbMATH DE number 7971093
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    Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances
    scientific article; zbMATH DE number 7971093

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      Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances (English)
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      20 January 2025
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