Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q90169)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
scientific article

    Statements

    67
    0 references
    17
    0 references
    4479-4493
    0 references
    1 September 2019
    0 references
    0 references
    0 references
    0 references
    0 references