Linear statistical inference for global and local minimum variance portfolios
| Year of publication: |
2010
|
|---|---|
| Authors: | Frahm, Gabriel |
| Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 4, p. 789-812
|
| Publisher: |
Springer |
| Subject: | Estimation risk | Linear regression theory | Markowitz portfolio | Minimum variance portfolio | Portfolio optimization | Top down investment |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775894