Estimation for Markowitz Efficient Portfolios
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Publication:3891587
DOI10.2307/2287643zbMath0446.62047OpenAlexW4231330664MaRDI QIDQ3891587
Publication date: 1980
Full work available at URL: https://doi.org/10.2307/2287643
sampling distributionsFieller-Creasy problemTaylor series approximationsdistributions of ratiosMarkowitz efficient portfolios
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)
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