A test on the location of tangency portfolio for small sample size and singular covariance matrix

Svitlana Drin, Stepan Mazur, Stanislas Muhinyuza

Open source

DOI: 10.15559/24-vmsta261
Published: 7
Container: Modern Stochastics: Theory and Applications
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.15559/24-vmsta261,
  title = {A test on the location of tangency portfolio for small sample size and singular covariance matrix},
  author = {Svitlana Drin and Stepan Mazur and Stanislas Muhinyuza},
  year = {2024},
  journal = {Modern Stochastics: Theory and Applications},
  doi = {10.15559/24-vmsta261},
  url = {https://doi.org/10.15559/24-vmsta261}
}

RIS

TY  - JOUR
TI  - A test on the location of tangency portfolio for small sample size and singular covariance matrix
AU  - Svitlana Drin
AU  - Stepan Mazur
AU  - Stanislas Muhinyuza
PY  - 2024
JO  - Modern Stochastics: Theory and Applications
DO  - 10.15559/24-vmsta261
UR  - https://doi.org/10.15559/24-vmsta261
ER  -

APA

Drin, S., Mazur, S., & Muhinyuza, S. (2024). A test on the location of tangency portfolio for small sample size and singular covariance matrix. Modern Stochastics: Theory and Applications. https://doi.org/10.15559/24-vmsta261

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doaj · retrieved 2026-09-27T06:15:45.832Z