Sampling error and double shrinkage estimation of minimum variance portfolios

Author:

Candelon B.,Hurlin C.,Tokpavi S.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference40 articles.

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4. On the sensitivity of mean-variance efficient portfolios to changes in asset means: some analytical and computational results;Best;Rev. Financ. Stud.,1991

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