Linear statistical inference for global and local minimum variance portfolios
Year of publication: |
2010
|
---|---|
Authors: | Frahm, Gabriel |
Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 4, p. 789-812
|
Publisher: |
Springer |
Subject: | Estimation risk | Linear regression theory | Markowitz portfolio | Minimum variance portfolio | Portfolio optimization | Top down investment |
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