Linear statistical inference for global and local minimum variance portfolios
Year of publication: |
Mar. 2007
|
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Other Persons: | Frahm, Gabriel (contributor) |
Publisher: |
Köln : Univ., Seminar für Wirtschafts- und Sozialstatistik |
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Theorie | Theory |
Extent: | Online-Ressource, 20 S., Text |
---|---|
Series: | Discussion papers in statistics and econometrics. - Köln : Dep. of Economic and Social Statistics, ZDB-ID 2195124-X. - Vol. 07,1 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/26739 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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