A test of the efficiency of a given portfolio in high dimensions / Mikhail Chernov, Bryan Kelly, Semyon Malamud and Johannes Schwab
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Centre for Economic Policy Research. Discussion papers ; DP19999Publisher: London : Centre for Economic Policy Research, 05 March 2025Description: 1 Online-Ressource (circa 117 Seiten) : IllustrationenOnline resources: PPN: PPN: 1926263812Package identifier: Produktsigel: ZDB-1-CEPPNo physical items for this record