Pages that link to "Item:Q3395745"
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The following pages link to An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745):
Displaying 4 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Reverse stress testing in skew-elliptical models (Q6050283) (← links)