Statistical inference of the efficient frontier for dependent asset returns
type: Item
instance of: scholarly article
title: Statistical inference of the efficient frontier for dependent asset returns
zbMATH Open document ID: 1312.91092
author: Taras Bodnar
author: Wolfgang Schmid
author: T. Zabolotskyy
published in: Statistical Papers
publication date: 2009-09-14T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5603784
zbMATH Keywords: asset allocation
zbMATH Keywords: mean-variance efficient frontier
zbMATH Keywords: optimal portfolios
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
full work available at URL: s00362-007-0108-x
OpenAlex ID: W2052898534
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DOI: 10.1007/S00362-007-0108-X
description: scientific article; zbMATH DE number 5603784