High-Dimensional Mean-Variance Spanning Tests

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ardia, David, Laurent, Sébastien, Sessinou, Rosnel
Format:	Preprint
Published:	2024
Subjects:	Methodology General Finance Portfolio Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.17127