A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk perspective of estimating portfolio weights of the global minimum-variance portfolio |
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A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (English)
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4 May 2020
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global minimum-variance portfolio
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portfolio theory
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high dimensional
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risk functions
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