The Distribution of the Sample Minimum-Variance Frontier

Raymond Kan
Raymond Kan
[email protected]
Joseph L. Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada
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,
Daniel R. Smith
Daniel R. Smith
[email protected]
Faculty of Business Administration, Simon Fraser University, Burnaby, British Columbia V5A 1S6, Canada
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Raymond Kan

[email protected]

Joseph L. Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada

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,

Daniel R. Smith

Daniel R. Smith

[email protected]

Faculty of Business Administration, Simon Fraser University, Burnaby, British Columbia V5A 1S6, Canada

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Published Online:22 May 2008https://doi.org/10.1287/mnsc.1070.0852

Supplemental Material

mnsc.1070.0852-sm-ec.pdf (361 KB)

cover image Management Science

Volume 54, Issue 7

July 2008

Pages iv-1380

Article Information

Supplemental Material

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Received:April 04, 2007
Published Online:May 22, 2008

Copyright © 2008, INFORMS

Cite as

Raymond Kan, Daniel R. Smith, (2008) The Distribution of the Sample Minimum-Variance Frontier. Management Science 54(7):1364-1380.

https://doi.org/10.1287/mnsc.1070.0852

Keywords