Sampling error and double shrinkage estimation of minimum variance portfolio
B. Candelon, C. Hurlin, S. Tokpavi
| Year of publication: |
2012
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|---|---|
| Authors: | Candelon, Bertrand ; Hurlin, Christophe ; Tokpavi, S. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 4, p. 511-527
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| Subject: | Global Minimum Variance Portfolio | Sampling error | Double shrinkage | Equality restricted ridge regression | Stichprobenerhebung | Sampling | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615665