Linear statistical inference for global and local minimum variance portfolios
Year of publication: |
2007
|
---|---|
Authors: | Frahm, Gabriel |
Institutions: | Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | Estimation risk | linear regression theory | Markowitz portfolio | portfolio optimization | top down investment | minimum variance portfolio |
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