Distributional properties of portfolio weights (Q278053)
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: Distributional properties of portfolio weights |
scientific article; zbMATH DE number 6575850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional properties of portfolio weights |
scientific article; zbMATH DE number 6575850 |
Statements
Distributional properties of portfolio weights (English)
0 references
2 May 2016
0 references
optimal portfolio weights
0 references
multivariate distribution
0 references
Wishart distribution
0 references
0 references
0.88602406
0 references
0 references
0.8787293
0 references
0.87820005
0 references
