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~person:"Hurlin, Christophe"
~subject:"Global Minimum Variance Portfolio"
~subject:"Sampling"
~subject:"Statistischer Fehler"
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Global Minimum Variance Portfolio
Sampling
Statistischer Fehler
Analysis of variance
2
Portfolio selection
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Portfolio-Management
2
Statistical error
2
Stichprobenerhebung
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Varianzanalyse
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Double shrinkage
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Equality restricted ridge regression
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Estimation theory
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Global Minimum Variance Portfolio (GMVP)
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Sampling error
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Hurlin, Christophe
Hu, Yingyao
60
Lewbel, Arthur
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Bollinger, Christopher R.
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Menkveld, Albert J.
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Schennach, Susanne M.
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Gibson, John K.
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Millimet, Daniel L.
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Crossley, Thomas F.
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Dreber, Anna
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Johannesson, Magnus
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Wansbeek, Tom
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Kirchler, Michael
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Meyer, Bruce D.
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Otsu, Taisuke
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Razen, Michael
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Beran, Jan
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Huber, Jürgen
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Neusüß, Sebastian
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Beegle, Kathleen
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De Weerdt, Joachim
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Diebold, Francis X.
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Kapetanios, George
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Dong, Hao
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Wilhelm, Daniel
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Abay, Kibrom A.
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Journal of empirical finance
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
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Sampling error and double shrinkage estimation of minimum variance portfolio
Candelon, Bertrand
;
Hurlin, Christophe
;
Tokpavi, S.
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10009615665
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2
Sampling error and double shrinkage estimation of minimum variance portfolios
Candelon, Bertrand
;
Hurlin, Christophe
;
Tokpavi, Sessi
-
2011
Persistent link: https://www.econbiz.de/10008840679
Saved in:
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