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1 Linear statistical inference for global and local minimum variance portfolios
Gabriel Frahm
Statistical Papers
Volume 51, Number 4, 789-812, DOI: 10.1007/s00362-008-0170-z
http://www.springerlink.com/content/lg063727541j8605/
2 A test for the weights of the global minimum variance portfolio in an elliptical model
Taras Bodnar and Wolfgang Schmid
Metrika
Volume 67, Number 2, 127-143, DOI: 10.1007/s00184-007-0126-7
http://www.springerlink.com/content/b228037712n53t87/
3 ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS
  YAREMA OKHRIN
International Journal of Theoretical and Applied Finance (IJTAF)
Volume: 11, Issue: 3(2008) pp. 249-276     DOI: 10.1142/S0219024908004798
http://www.worldscinet.com/ijtaf/11/1103/S0219024908004798.html

4 Consistent model specification tests for time series econometric models
Qi Li
Journal of Econometrics
Volume 92, Issue 1, September 1999, Pages 101-147
http://www.sciencedirect.com/science/article/pii/S0304407698000876

5  The econometrics of efficient portfolios
C. Gourieroux, A. Monfort
Journal of Empirical Finance

http://www.sciencedirect.com/science/article/pii/S0927539804000192
Volume 12, Issue 1, January 2005, Pages 1-41

Limited liability and incentive contracting with ex-ante action choices

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