Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q5238992)
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scientific article; zbMATH DE number 7123374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting |
scientific article; zbMATH DE number 7123374 |
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Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (English)
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28 October 2019
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