On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the mean and variance of the estimated tangency portfolio weights for small samples |
scientific article; zbMATH DE number 7632490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the mean and variance of the estimated tangency portfolio weights for small samples |
scientific article; zbMATH DE number 7632490 |
Statements
On the mean and variance of the estimated tangency portfolio weights for small samples (English)
0 references
13 December 2022
0 references
tangency portfolio
0 references
singular inverse Wishart
0 references
Moore-Penrose inverse
0 references
reflexive generalized inverse
0 references
estimator moments
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8902379
0 references
0.8832154
0 references
0.8801446
0 references
0.87588674
0 references
0.86798394
0 references
0.8500815
0 references
0.8440083
0 references
0.84277636
0 references
