An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418)
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scientific article; zbMATH DE number 7698394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios |
scientific article; zbMATH DE number 7698394 |
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An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (English)
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20 June 2023
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stability measure
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minimum variance portfolio
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modern portfolio theory
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covariance matrix
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Marchenko-Pastur
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