A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
Crossref DOI link: https://doi.org/10.1007/s10182-018-00349-7
Published Online: 2019-02-04
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Holgersson, Thomas
Karlsson, Peter
Stephan, Andreas http://orcid.org/0000-0001-5776-9396
Funding for this research was provided by:
Jönköping University
Text and Data Mining valid from 2019-02-04
Article History
Received: 28 March 2017
Accepted: 22 December 2018
First Online: 4 February 2019