Pages that link to "Item:Q2103309"
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The following pages link to On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309):
Displaying 4 items.
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory (Q6660043) (← links)