Research paper / RESOURCE PROFILE

Testing for the Minimum Mean-Variance Spanning Set

Publication: Testing for the Minimum Mean-Variance Spanning Set. Published Jan 31, 2025.

arxiv.orgPublished Jan 31, 2025
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Overview

Publication: Testing for the Minimum Mean-Variance Spanning Set. Published Jan 31, 2025.

Publication information

Publication title
Testing for the Minimum Mean-Variance Spanning Set
Authors
Zhipeng Liao, Bin Wang, Wenyu Zhou
Published
Jan 31, 2025
Last publication revision
Mar 18, 2025
Subject areas
q-fin.PM
Publication source
arxiv.org · abs/2501.19213v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2501.19213 ↗

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github.com

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Code license
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