✦ LIBER ✦

ON THE EIGEN STRUCTURE OF THE MEAN VARIANCE EFFICIENT SET

✍ Scribed by A. Steele

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On statistical inference on the mean-var

✍ Hiroki Tsurumi 📂 Article 📅 1992 🏛 Springer US 🌐 English ⚖ 328 KB

Confidence regions for the mean-variance

✍ J. D. Jobson 📂 Article 📅 1991 🏛 Springer US 🌐 English ⚖ 989 KB

The efficient set mathematics when mean-

✍ Michael J. Best; Robert R. Grauer 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 914 KB

Mean squared error efficient estimators

✍ K. R. Lee; C. H. Kapadia 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 195 KB

On the variance of the trimmed mean

✍ Philippe Capéraà; Louis-Paul Rivest 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 288 KB

The econometrics of mean-variance effici

✍ Enrique Sentana 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 379 KB