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Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385835
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 2:53:22 PM
Last modification on : Tuesday, November 19, 2019 - 9:30:39 AM

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  • HAL Id : hal-01385835, version 1

Citation

Bertrand Candelon, Christophe Hurlin, Sessi Tokpavi. Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios. Journal of Empirical Finance, Elsevier, 2012, 19, pp.511 - 527. ⟨hal-01385835⟩

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