Sequential monitoring of minimum variance portfolio
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Publication:2461273
DOI10.1007/s10182-006-0016-8zbMath1123.62075OpenAlexW2106686859MaRDI QIDQ2461273
Publication date: 27 November 2007
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-006-0016-8
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
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