Pages that link to "Item:Q5429698"
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The following pages link to The distribution of the sample variance of the global minimum variance portfolio in elliptical models (Q5429698):
Displaying 5 items.
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- \(\varDelta \)-VaR and\(\varDelta \)-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC (Q1023092) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745) (← links)
- Visual tests for elliptically symmetric distributions (Q6541708) (← links)