Statistical inference of the efficient frontier for dependent asset returns (Q840988)
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scientific article; zbMATH DE number 5603784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference of the efficient frontier for dependent asset returns |
scientific article; zbMATH DE number 5603784 |
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Statistical inference of the efficient frontier for dependent asset returns (English)
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14 September 2009
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asset allocation
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mean-variance efficient frontier
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optimal portfolios
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asymptotic normality
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