Statistical inference of the efficient frontier for dependent asset returns

Taras Bodnar (), Wolfgang Schmid () and Taras Zabolotskyy ()

Statistical Papers, 2009, vol. 50, issue 3, 593-604

Keywords: Asset allocation; Mean–variance efficient frontier; Optimal portfolios; Asymptotic normality (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s00362-007-0108-x

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