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 |