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A test on the location of tangency portfolio for singular covariance matrix
Drin, Svitlana
Örebro University, Örebro University School of Business.
ORCID iD:
0000-0002-5576-3756
Mazur, Stepan
Örebro University, Örebro University School of Business.
ORCID iD:
0000-0002-1395-9427
Muhinyuza, Stanislas
Linnaeus University, Växjö, Sweden.
2024 (English)
Conference paper, Oral presentation with published abstract (Refereed)
Place, publisher, year, edition, pages
2024.
National Category
Probability Theory and Statistics
Identifiers
URN:
urn:nbn:se:oru:diva-121355
OAI: oai:DiVA.org:oru-121355
DiVA, id:
diva2:1962518
Conference
12th Meeting of the Nordic Econometric Network (NEM 2024), Bergen, Norway, June 2-6, 2024
Available from:
2025-05-30
Created:
2025-05-30
Last updated:
2025-06-02
Bibliographically approved
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Drin, Svitlana
Mazur, Stepan
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Drin, Svitlana
Mazur, Stepan
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Örebro University School of Business
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ieee
modern-language-association-8th-edition
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modern-language-association-8th-edition
vancouver
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en-GB
en-US
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