Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734)
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scientific article; zbMATH DE number 7762538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions |
scientific article; zbMATH DE number 7762538 |
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Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (English)
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8 November 2023
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sampling distribution
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optimal portfolio
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parameter uncertainty
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stochastic representation
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high-dimensional asymptotics
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