A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test on the location of the tangency portfolio on the set of feasible portfolios |
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A test on the location of the tangency portfolio on the set of feasible portfolios (English)
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16 March 2021
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tangency portfolio
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feasible portfolios
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test theory
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power function
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out-of-sample performance
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