Linear statistical inference for global and local minimum variance portfolios (Q451456)
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scientific article; zbMATH DE number 6085498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear statistical inference for global and local minimum variance portfolios |
scientific article; zbMATH DE number 6085498 |
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Linear statistical inference for global and local minimum variance portfolios (English)
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23 September 2012
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estimation risk
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linear regression theory
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Markowitz portfolio
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minimum variance portfolio
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portfolio optimization
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top down investment
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