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

DOI10.1109/TSP.2019.2929964WikidataQ127448597 ScholiaQ127448597MaRDI QIDQ90169FDOQ90169

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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