Statistical inference of the efficient frontier for dependent asset returns (Q840988)
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scientific article; zbMATH DE number 5603784
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| English | Statistical inference of the efficient frontier for dependent asset returns |
scientific article; zbMATH DE number 5603784 |
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Statistical inference of the efficient frontier for dependent asset returns (English)
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14 September 2009
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asset allocation
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mean-variance efficient frontier
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optimal portfolios
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asymptotic normality
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0.8478851914405823
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0.8347026705741882
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0.8271563649177551
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0.811638355255127
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