Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Inference for High-Dimensional Global Minimum Variance Portfolios |
scientific article |
Statements
Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (English)
0 references
9 December 2014
0 references
general asymptotics
0 references
high-dimensional inference
0 references
minimum variance portfolio
0 references
portfolio optimization
0 references
0 references
0 references
0 references
