An exact test on structural changes in the weights of the global minimum variance portfolio (Q3395745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact test on structural changes in the weights of the global minimum variance portfolio |
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An exact test on structural changes in the weights of the global minimum variance portfolio (English)
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13 September 2009
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asset pricing
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mean-variance analysis
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optimal portfolio weights
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multivariate test
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parameter uncertainty
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exact distribution
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