Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions

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Publication:6063734

DOI10.1142/s2010326322500083zbMath1523.62079arXiv1908.04243OpenAlexW3155983780MaRDI QIDQ6063734

Taras Bodnar, Nestor Parolya, Erik Thorsén, Dette, Holger

Publication date: 8 November 2023

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.04243




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