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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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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10004966069
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