Stany Muhinyuza

Stany Muhinyuza

Linnaeus University - Småland / Sweden
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4581467
Linnéuniversitetet
person_outline Stany Muhinyuza's MOST POPULAR ARTICLES
1-) A test on the location of the tangency portfolio on the set of feasible portfolios Applied Mathematics and Computation 386, 125519, 2020
2-) Statistical inference for the tangency portfolio in high dimension Statistics 55 (3), 532-560, 2021
3-) A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting Theory of Probability and Mathematical Statistics 103, 103-119, 2020
4-) On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension Theory of Probability and Mathematical Statistics 99, 39-52, 2019
5-) A test on the location of tangency portfolio for small sample size and singular covariance matrix Modern Stochastics: Theory and Applications 12 (1), 43-59, 2024