A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106)
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scientific article; zbMATH DE number 6976411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the global minimum variance portfolio for small sample and singular covariance |
scientific article; zbMATH DE number 6976411 |
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A test for the global minimum variance portfolio for small sample and singular covariance (English)
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12 November 2018
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global minimum variance portfolio
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singular Wishart distribution
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singular covariance matrix
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small sample problem
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