A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657)
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scientific article; zbMATH DE number 7373945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting |
scientific article; zbMATH DE number 7373945 |
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A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (English)
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22 July 2021
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tangency portfolio
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mean-variance portfolio
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high-dimensional settings
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