The Distribution of the Sample Minimum-Variance Frontier
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Publication:3117730
DOI10.1287/mnsc.1070.0852zbMath1232.62138OpenAlexW2098106502MaRDI QIDQ3117730
Publication date: 29 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/13615dc30d3d706a8214172158bc8074a28295fd
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Portfolio theory (91G10)
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