Pages that link to "Item:Q5963003"
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The following pages link to Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003):
Displaying 7 items.
- Statistical inference of the efficient frontier for dependent asset returns (Q840988) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- Construction and inferences of the efficient frontier in elliptical models (Q2919540) (← links)
- Identification-Robust Estimation and Testing of the Zero-Beta CAPM (Q4610595) (← links)
- Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar (Q4689050) (← links)
- Bayesian estimation of the efficient frontier (Q5242893) (← links)