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

Taras Bodnar et al. (2019)

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DOI: 10.1109/TSP.2019.2929964

access: closed

type: Journal Article

metadata version: 2020-03-10

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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)

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