High-Dimensional Mean-Variance Spanning Tests

Preprint

David Ardia, Sébastien Laurent and Rosnel Sessinou

SSRN Electronic Journal

2024

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Title: High-Dimensional Mean-Variance Spanning Tests
Creators: David Ardia - HEC Montréal
Sébastien Laurent - Aix-Marseille Sciences Economiques
Rosnel Sessinou - HEC Montréal
Publication Details: SSRN Electronic Journal
Identifiers: 991157587502346
Academic Unit: Economics
Language: English
Resource Type: Preprint