The Journal of Finance, Vol. 41, No. 5 (Dec., 1986), pp. 1051-1068 (18 pages) Duality theory is employed to provide necessary and sufficient conditions for portfolios on the minimum-variance frontier ...

General results are obtained for an approximation to the variance of a weighted regression estimator in which the weights are sample estimators of unknown unpatterned variances. Independent normally ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Portfolio variance is a measure of the dispersion of returns of a portfolio.

An improved weighted least square (LS) method for quantitative trait loci (QTL) mapping using the estimating equation (EE) algorithm was developed recently. The method is more efficient than both the ...