---
title: Robust Testing
url: https://www.ml-quant.com/papers/repec/oup-jfinec-v-21-y-2023-i-2-p-316-367/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:oup:jfinec:v:21:y:2023:i:2:p:316-367.
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbaa046%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A21%3Ay%3A2023%3Ai%3A2%3Ap%3A316-367.
featured: 2024-03-06
citations: unknown
topic: Portfolio & Allocation
---


# Robust Testing

A new test is introduced for identifying changes in risk exposures of large financial asset portfolios, revealing portfolio weight dynamics across different regimes.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbaa046%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A21%3Ay%3A2023%3Ai%3A2%3Ap%3A316-367.
- Identifier: RePEc:oup:jfinec:v:21:y:2023:i:2:p:316-367.
- Released: 2023-05-20
- First featured: Quant Letter No. 39 (2024-03-06): https://www.ml-quant.com/issues/2024-03-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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