Open AccessDominating Estimators for the Global Minimum Variance Portfolio
Author(s) -
Gabriel Frahm,
Christoph Memmel
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2794024
Subject(s) - variance (accounting) , portfolio , estimator , econometrics , modern portfolio theory , minimum variance unbiased estimator , economics , mathematics , statistics , financial economics , accounting
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