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person:"Ang, Andrew"
subject:"Großbritannien"
~isPartOf:"European journal of operational research : EJOR"
~person:"Schmid, Wolfgang"
~subject:"Portfolio selection"
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Großbritannien
Portfolio selection
Analysis of variance
1
Covariance matrix estimation
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Estimation theory
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Finance
1
Global minimum variance portfolio
1
Large-dimensional asymptotics
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Portfolio-Management
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Ang, Andrew
Schmid, Wolfgang
Bodnar, Taras
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European journal of operational research : EJOR
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
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