更正:最优投资组合权重和特征的小、大维度抽样分布

Pub Date : 2023-07-01 DOI:10.1142/s2010326323920016
Taras Bodnar, Holger Dette, Nestor Parolya, Erik Thorsén
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引用次数: 0

摘要

随机矩阵:理论与应用最优投资组合权值和特征在小维和大维的抽样分布的勘错staras Bodnar、Holger Dette、Nestor Parolya和Erik thorssamn taras bodnar瑞典斯德哥尔摩大学数学系Holger dethe德国波洪鲁尔大学数学系D-44870波洪Nestor ParolyaDelft应用数学研究所代尔夫特理工大学,荷兰代尔夫特。瑞典斯德哥尔摩大学数学系,瑞典斯德哥尔摩https://doi.org/10.1142/S2010326323920016Cited by:0前一PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack citationsrecommended to Library ShareShare onFacebookTwitterLinked InRedditEmail figurereferencesrelateddetailsrelated articles最优投资组合权重和特征的采样分布在小维度和大维度7 Jun 2021随机矩阵:理论与应用推荐在线就绪度量历史接收2023年4月16日接收2023年5月31日发布:2023年7月11日PDF下载
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Corrigendum: Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Random Matrices: Theory and ApplicationsOnline Ready Free AccessCorrigendum: Sampling distributions of optimal portfolio weights and characteristics in small and large dimensionsis erratum ofSampling distributions of optimal portfolio weights and characteristics in small and large dimensionsTaras Bodnar, Holger Dette, Nestor Parolya, and Erik ThorsénTaras BodnarDepartment of Mathematics, Stockholm University, Stockholm, Sweden, Holger DetteDepartment of Mathematics, Ruhr University Bochum, D-44870 Bochum, Germany, Nestor ParolyaDelft Institute of Applied Mathematics, Delft University of Technology, Delft, The NetherlandsCorresponding author., and Erik ThorsénDepartment of Mathematics, Stockholm University, Stockholm, Swedenhttps://doi.org/10.1142/S2010326323920016Cited by:0 PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend to Library ShareShare onFacebookTwitterLinked InRedditEmail FiguresReferencesRelatedDetailsRelated articlesSampling distributions of optimal portfolio weights and characteristics in small and large dimensions7 Jun 2021Random Matrices: Theory and Applications Recommended Online Ready Metrics History Received 16 April 2023 Accepted 31 May 2023 Published: 11 July 2023 PDF download
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