On the mean and variance of the estimated tangency portfolio weights for small samples
Modern Stochastics: Theory and Applications, 2022 In this paper, a sample estimator of the tangency portfolio (TP) weights is considered. The focus is on the situation where the number of observations is smaller than the number of assets in the portfolio and the returns are i.i.d.
Gustav Alfelt, Stepan Mazur
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The dual index and dual core generalized inverse
Open Mathematics, 2023 In this article, we introduce the dual index and dual core generalized inverse (DCGI). By applying rank equation, generalized inverse, and matrix decomposition, we give several characterizations of the dual index when it is equal to 1. We realize that if
Wang Hongxing, Gao Ju
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The Moore-Penrose inverse of differences and products of projectors in a ring with involution [PDF]
, 2016 In this paper, we study the Moore–Penrose inverses of differences and products of projectors in a ring with involution. Some necessary and sufficient conditions for the existence of the Moore–Penrose inverse are given.
Chen, Jianlong +2 more
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Idempotent operator and its applications in Schur complements on Hilbert C*-module
Special Matrices, 2023 The present study proves that TT is an idempotent operator if and only if R(I−T∗)⊕R(T)=X{\mathcal{ {\mathcal R} }}\left(I-{T}^{\ast })\oplus {\mathcal{ {\mathcal R} }}\left(T)={\mathcal{X}} and (T∗T)†=(T†)2T{\left({T}^{\ast }T)}^{\dagger }={\left({T ...
Karizaki Mehdi Mohammadzadeh +1 more
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Minimal Rank Properties of Outer Inverses with Prescribed Range and Null Space
Mathematics, 2023 The purpose of this paper is to investigate solvability of systems of constrained matrix equations in the form of constrained minimization problems.
Dijana Mosić +2 more
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On the relation between Moore's and Penrose's conditions
International Journal of Mathematics and Mathematical Sciences, 2002 Moore (1920) defined the reciprocal of any matrix over the complex field by three conditions, but the beauty of the definition was not realized until Penrose (1955) defined the same inverse using four conditions.
Gaoxiong Gan
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Some results on Drazin-Dagger matrices, reciprocal matrices, and conjugate EP matrices [PDF]
Journal of Mahani Mathematical ResearchIn this paper, a class of matrices, namely, Drazin-dagger matrices, in which the Drazin inverse andthe Moore-Penrose inverse commute, is introduced. Also, some properties of the generalized inverses of these matrices, are investigated.
Mahdiyeh Mortezaei +1 more
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Numerical Range of Moore–Penrose Inverse Matrices
Mathematics, 2020 Let A be an n-by-n matrix. The numerical range of A is defined as W ( A ) = { x * A x : x ∈ C n , x * x = 1 } . The Moore–Penrose inverse A + of A is the unique matrix satisfying A A + A = A , A + A A + = A ...
Mao-Ting Chien
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∗-Regularity in the ring of matrices over the ring of integers modulo 𝑛 [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2023 For any positive integer 𝑛 ≥ 2, we give necessary and sufficient conditions of the existence of the Moore-Penrose inverse of any square matrix over the ring of integers modulo 𝑛.
Wannisa Apairat, Sompong Chuysurichay
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On mixed-type reverse-order laws for the Moore-Penrose inverse of a matrix product
International Journal of Mathematics and Mathematical Sciences, 2004 Some mixed-type reverse-order laws for the Moore-Penrose inverse of a matrix product are established. Necessary and sufficient conditions for these laws to hold are found by the matrix rank method.
Yongge Tian
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