On the weight sign of the global minimum variance portfolio
Wan-Yi Chiu, Ching-Hai Jiang
| Year of publication: |
November 2016
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|---|---|
| Authors: | Chiu, Wan-Yi ; Jiang, Ching-hai |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 241-246
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| Subject: | Global minimum variance portfolio | Inverse covariance matrix | Regression hedge | Modified information ratio | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Hedging | Regressionsanalyse | Regression analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657693