Construction and inferences of the efficient frontier in elliptical models (Q2919540)
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: Construction and inferences of the efficient frontier in elliptical models |
scientific article; zbMATH DE number 6090143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and inferences of the efficient frontier in elliptical models |
scientific article; zbMATH DE number 6090143 |
Statements
4 October 2012
0 references
efficient frontier
0 references
mean-variance portfolio
0 references
parameter uncertainty
0 references
interval estimation
0 references
matrix variate elliptically contoured distribution
0 references
0.87877476
0 references
0.86232716
0 references
0.86202437
0 references
0.8433988
0 references
0.8428621
0 references
0.8408779
0 references
0.84077716
0 references
0.8395732
0 references
Construction and inferences of the efficient frontier in elliptical models (English)
0 references
