%0 Journal Article %1 Okhrin2006 %A Okhrin, Yarema %A Schmid, Wolfgang %D 2006 %J Journal of Econometrics %K Wishart distribution %N 1 %P 235--256 %T Distributional properties of portfolio weights %U http://www.sciencedirect.com/science/article/B6VC0-4GWBF60-1/2/c3eb5f85a4be417eaa79a8a8fec04e48 %V 134

@article{Okhrin2006, added-at = {2008-04-21T22:02:42.000+0200}, author = {Okhrin, Yarema and Schmid, Wolfgang}, biburl = {https://www.bibsonomy.org/bibtex/2148b5f7bcffb189576250731c5ac4a2c/smicha}, description = {Journal of Econometrics}, interhash = {8fb6192ed16cd7458b4a3a67967a91b7}, intrahash = {148b5f7bcffb189576250731c5ac4a2c}, journal = {Journal of Econometrics}, keywords = {Wishart distribution}, month = Sep, number = 1, pages = {235--256}, timestamp = {2008-04-21T22:03:41.000+0200}, title = {Distributional properties of portfolio weights}, url = {http://www.sciencedirect.com/science/article/B6VC0-4GWBF60-1/2/c3eb5f85a4be417eaa79a8a8fec04e48}, volume = 134, year = 2006 }