A test for the weights of the global minimum variance portfolio in an elliptical model

Taras Bodnar () and Wolfgang Schmid ()

Metrika: International Journal for Theoretical and Applied Statistics, 2008, vol. 67, issue 2, 127-143

Keywords: Portfolio analysis; Global minimum variance portfolio; Elliptically contoured distribution; General linear hypothesis (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (28)

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DOI: 10.1007/s00184-007-0126-7

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