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  4. A test on the location of tangency portf ...

Modern Stochastics: Theory and Applications


Cited by 2
A test on the location of tangency portfolio for small sample size and singular covariance matrix

Improved estimation of mean matrix in singular elliptically contoured random samples with high-dimensional data
Arash A. Foroushani, Sévérien Nkurunziza
https://doi.org/10.1007/s11749-025-00990-w
Journal  TEST Volume 35, Issue 1 (2026), p. 49
The common ground of Numerical Optimization and Exact Optimization: Quadratic programming theory and its financial insights for Portfolio Selection
Li-Gang Lin
https://doi.org/10.1007/s10479-026-07049-5
Journal  Annals of Operations Research (2026)


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