A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
نویسندگان
چکیده
منابع مشابه
Bayesian estimation of the global minimum variance portfolio
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ژورنال
عنوان ژورنال: AStA Advances in Statistical Analysis
سال: 2019
ISSN: 1863-8171,1863-818X
DOI: 10.1007/s10182-018-00349-7