"Tests for the Weights of the Global Minimum Variance Portfolio in a ..."

Taras Bodnar et al. (2019)

> Home

Details and statistics

DOI: 10.1109/TSP.2019.2929964

access: closed

type: Journal Article

metadata version: 2025-01-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/tsp/BodnarDPS19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/tsp/BodnarDPS19
Taras Bodnar, Solomiia Dmytriv, Nestor Parolya, Wolfgang Schmid:
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting. IEEE Trans. Signal Process. 67(17): 4479-4493 (2019)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.