Corrigendum: Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions

Random Matrices: Theory and ApplicationsOnline Ready Free AccessCorrigendum: Sampling distributions of optimal portfolio weights and characteristics in small and large dimensionsis erratum ofSampling distributions of optimal portfolio weights and characteristics in small and large dimensionsTaras Bodnar, Holger Dette, Nestor Parolya, and Erik ThorsénTaras BodnarDepartment of Mathematics, Stockholm University, Stockholm, Sweden, Holger DetteDepartment of Mathematics, Ruhr University Bochum, D-44870 Bochum, Germany, Nestor ParolyaDelft Institute of Applied Mathematics, Delft University of Technology, Delft, The NetherlandsCorresponding author., and Erik ThorsénDepartment of Mathematics, Stockholm University, Stockholm, Swedenhttps://doi.org/10.1142/S2010326323920016Cited by:0 PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend to Library ShareShare onFacebookTwitterLinked InRedditEmail FiguresReferencesRelatedDetailsRelated articlesSampling distributions of optimal portfolio weights and characteristics in small and large dimensions7 Jun 2021Random Matrices: Theory and Applications Recommended Online Ready Metrics History Received 16 April 2023 Accepted 31 May 2023 Published: 11 July 2023 PDF download