Stepwise expanding the frontier one asset at a time
Year of publication: |
2022
|
---|---|
Authors: | Chiu, Wan-Yi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-11
|
Subject: | Expanding frontier | Global minimum variance portfolio | Portfolio weight test | Regression hedge | Stepwise method | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Hedging | Varianzanalyse | Analysis of variance |
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