Regression, multicollinearity and Markowitz
Roberto Ortiz, Mauricio Contreras, Cristhian Mellado
| Year of publication: |
2023
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|---|---|
| Authors: | Ortiz, Roberto ; Contreras, Mauricio ; Mellado, Cristhian |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-23
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| Subject: | Estimation of optimal portfolio weights G11 | Financial econometrics C58 | Markowitz mean-variance optimization G11 | Multicollinearity C58 | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104550 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636774