Is there matlab code to do the mean variance spanning test with short sales constrains?
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I found only tests without restrictions, but are there test with restrictions regarding weights of portfolio eleents?
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Maxence
on 18 May 2024
Hi Daniel, could you share with me the tests that allow to perform mean variance spanning tests without restrictions. i have not been able to find the code for them.
Thank you!
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on 18 May 2024
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