A test for the weights of the global minimum variance portfolio in an elliptical model
Taras Bodnar ; Wolfgang Schmid. Department of Economics, European University Viadrina
| Year of publication: |
2004
|
|---|---|
| Authors: | Bodnar, Taras ; Schmid, Wolfgang |
| Publisher: |
Frankfurt (Oder) : European Univ. Viadrina, Dep. of Economics |
| Extent: | 26 S. graph. Darst. 21 cm |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt (Oder) : Europa-Universität Viadrina. - Vol. No. 2004,2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 19 - 23 |
| Source: |
Persistent link: https://www.econbiz.de/10004833227