Linear statistical inference for global and local minimum variance portfolios
Year of publication: |
2007
|
---|---|
Authors: | Frahm, Gabriel |
Publisher: |
Cologne : University of Cologne, Seminar of Economic and Social Statistics |
Subject: | Portfolio-Management | Schätztheorie | Regression | Inferenzstatistik | Theorie | Estimation risk | linear regression theory | Markowitz portfolio | portfolio optimization | top down investment | minimum variance portfolio |
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