Estimation of the Global Minimum Variance Portfolio in High Dimensions

Taras Bodnar, Nestor Parolya, Wolfgang Schmid

Type: Preprint

Publication Date: 2014-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1406.0437

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arXiv (Cornell University) - View - PDF
RePEc: Research Papers in Economics - View - PDF
Institutional Repository of Vadym Hetman Kyiv National Economic University iRKNEU (Kyiv National Economic University named after Vadym Hetman) - View - PDF
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