Linear statistical inference for global and local minimum variance portfolios

Publication date

2008-09-25

Document type

Forschungsartikel

Author

Organisational unit

University of Cologne

DOI

URI

Scopus ID

Publisher

Springer

Series or journal

Statistical Papers

ISSN

Periodical volume

51

Periodical issue

4

First page

789

Last page

812

Part of the university bibliography

Nein

Language

English

Keyword

Estimation risk

Linear regression theory

Markowitz portfolio

Minimum variance portfolio

Portfolio optimization

Top down investment

Version

Published version

Access right on openHSU

Metadata only access