Pages that link to "Item:Q379943"
From MaRDI portal
The following pages link to On the application of new tests for structural changes on global minimum-variance portfolios (Q379943):
Displaying 8 items.
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- A self-normalization break test for correlation matrix (Q2062385) (← links)
- An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745) (← links)
- PORTFOLIO SELECTION BETWEEN A MATURE MARKET AND SELECTED EMERGING MARKETS INDICES IN THE PRESENCE OF STRUCTURAL BREAKS (Q5213472) (← links)
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- Detecting Changes in Covariance via Random Matrix Theory (Q6631156) (← links)
