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Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting - MaRDI portal

Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting

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Publication:90169

DOI10.1109/TSP.2019.2929964WikidataQ127448597 ScholiaQ127448597MaRDI QIDQ90169

Taras Bodnar, Nestor Parolya, Solomiia Dmytriv

Publication date: 1 September 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)




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