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

DOI10.1109/TSP.2019.2929964MaRDI QIDQ90169WikidataFDO

Authors Taras Bodnar, Solomiia Dmytriv, Nestor Parolya, Wolfgang Schmid

Publication date 1 September 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Cited in

(1)

• HDShOP

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