Dominating estimators for minimum-variance portfolios
| Autor: | Frahm, Gabriel, Memmel, Christoph |
|---|---|
| Zdroj: | In Journal of Econometrics 2010 159(2):289-302 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Frahm, Gabriel, Memmel, Christoph |
|---|---|
| Zdroj: | In Journal of Econometrics 2010 159(2):289-302 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect