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On statistical inference on the mean-variance efficient set

✍ Scribed by Hiroki Tsurumi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Statistical inference procedure for the

✍ Olha Bodnar; Taras Bodnar 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 363 KB

ON THE EIGEN STRUCTURE OF THE MEAN VARIA

✍ A. Steele 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 499 KB

Mean-variance vs. stochastic dominance s

✍ Joseph Aharony; Martin Loeb 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 494 KB

On Statistical Inference for the Random

✍ Antti Penttinen; Aki Niemi 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 259 KB

On Asymptotically Efficient Statistical

✍ Ermakov, M. S. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 236 KB

On the Mean-Variance Hedging Problem

✍ Melnikov, A. V.; Nechaev, M. L. 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 171 KB