Sample and realized minimum variance portfolios: estimation, statistical inference, and tests

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Publication:6602369

DOI10.1002/WICS.1556zbMATH Open1544.62054MaRDI QIDQ6602369FDOQ6602369


Authors: Vasyl Golosnoy, Bastian Gribisch, Miriam Isabel Seifert Edit this on Wikidata


Publication date: 11 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)








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