A test for the weights of the global minimum variance portfolio in an elliptical model
| Year of publication: |
2008
|
|---|---|
| Authors: | Bodnar, Taras ; Schmid, Wolfgang |
| Published in: |
Metrika. - Springer. - Vol. 67.2008, 2, p. 127-143
|
| Publisher: |
Springer |
| Subject: | Portfolio analysis | Global minimum variance portfolio | Elliptically contoured distribution | General linear hypothesis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005756289