Linear statistical inference for global and local minimum variance portfolios
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Volume (Year): 51 (2010)
Issue (Month): 4 (December)
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- Frahm, Gabriel, 2007. "Testing for the best alternative with an application to performance measurement," Discussion Papers in Econometrics and Statistics 7/07, University of Cologne, Institute of Econometrics and Statistics.
- Grauer, Robert R. & Shen, Frederick C., 2000. "Do constraints improve portfolio performance?," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1253-1274, August. Full references (including those not matched with items on IDEAS)
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