Statistical inference of the efficient frontier for dependent asset returns
Year of publication: |
2009
|
---|---|
Authors: | Bodnar, Taras ; Schmid, Wolfgang ; Zabolotskyy, Taras |
Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 3, p. 593-604
|
Publisher: |
Springer |
Subject: | Asset allocation | Mean–variance efficient frontier | Optimal portfolios | Asymptotic normality |
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