Statistical inference for the tangency portfolio in high dimension (Q5163043)
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scientific article; zbMATH DE number 7421741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for the tangency portfolio in high dimension |
scientific article; zbMATH DE number 7421741 |
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Statistical inference for the tangency portfolio in high dimension (English)
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8 November 2021
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tangency portfolio
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high-dimensional asymptotics
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hypothesis testing
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