MarkowitzR (Q141496)
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Statistical Significance of the Markowitz Portfolio
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MarkowitzR |
Statistical Significance of the Markowitz Portfolio |
Statements
21 August 2023
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A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, <arXiv:1312.0557>.
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