Statistical inference for the tangency portfolio in high dimension
Sune Karlsson
◽
Stepan Mazur
◽
Stanislas Muhinyuza
Leonardo Zambrano
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Luciano Pereira
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Sebastián Niklitschek
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Aldo Delgado
2017 ◽
Vol 30
(2)
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pp. 137-158
Makoto Aoshima
◽
Kazuyoshi Yata
2007 ◽
Vol 102
(478)
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pp. 686-694
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Pranab K Sen
◽
Ming-Tien Tsai
◽
Yuh-Shan Jou
2014 ◽
Vol 30
(2)
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pp. 293-316
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Niladri Roy Chowdhury
◽
Dianne Cook
◽
Heike Hofmann
◽
Mahbubul Majumder
◽
Eun-Kyung Lee
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...
G. A. Young
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R. L. Smith
1975 ◽
Vol 4
(8)
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pp. 723-735
1970 ◽
Vol 15
(6)
◽
pp. 402, 404-405
1980 ◽
Vol 25
(10)
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pp. 851-852