Sample and realized minimum variance portfolios: estimation, statistical inference, and tests

DOI10.1002/WICS.1556zbMATH Open1544.62054MaRDI QIDQ6602369

Bastian Gribisch, Vasyl Golosnoy, Miriam Isabel Seifert

Publication date: 11 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

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