Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
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Publication:90169
DOI10.1109/tsp.2019.2929964MaRDI QIDQ90169
Taras Bodnar, Solomiia Dmytriv, Nestor Parolya, Unnamed Author
Publication date: 1 September 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
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