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Higher order moments of the estimated tangency portfolio weights
Orebro University School of Business, SE-70182 Orebro, Sweden.
Orebro University School of Business, SE-70182 Orebro, Sweden.
Stockholm University. University of Dar es salaam, Department of Mathematics, Tanzania.
2017 (English)Report (Other academic)
Place, publisher, year, edition, pages
2017. , p. 17
Keywords [en]
Tangency portfolio, higher order moments, Wishart distribution
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:su:diva-154402OAI: oai:DiVA.org:su-154402DiVA, id: diva2:1193503
Available from: 2018-03-27 Created: 2018-03-27 Last updated: 2018-03-27

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CiteExportLink to record
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  • apa
  • ieee
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