Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
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Publication:90169
DOI10.1109/TSP.2019.2929964WikidataQ127448597 ScholiaQ127448597MaRDI QIDQ90169FDOQ90169
Taras Bodnar, Wolfgang Schmid, Nestor Parolya, Solomiia Dmytriv
Publication date: 1 September 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Cited In (1)
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