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A test for the weights of the global minimum variance portfolio in an elliptical model

✍ Scribed by Taras Bodnar; Wolfgang Schmid

Publisher: Springer
Year: 2007
Tongue: English
Weight: 267 KB
Volume: 67
Category: Article
ISSN: 0026-1335
DOI: 10.1007/s00184-007-0126-7

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