Linear statistical inference for global and local minimum variance portfolios

✍ Scribed by Gabriel Frahm

• Publisher: Springer-Verlag
• Year: 2008
• Tongue: English
• Weight: 276 KB
• Volume: 51
• Category: Article
• ISSN: 0932-5026
• DOI: 10.1007/s00362-008-0170-z