Estimating the global Minimum Variance Portfolio
Year of publication: |
2006
|
---|---|
Authors: | Kempf, Alexander ; Memmel, Christoph |
Published in: |
Schmalenbach Business Review (sbr). - Fakultät für Betriebswirtschaft. - Vol. 58.2006, 4, p. 332-348
|
Publisher: |
Fakultät für Betriebswirtschaft |
Subject: | Estimation Risk | Global Minimum Variance Portfolio | Weight Estimation |
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