Before revision: In this paper we construct two tests for the weights of the global minimum variance portfolio (GMVP) in a high-dimensional setting, namely  when the number of assets p depends on the sample size n such that p{n}\to c \in (0,1) as n tends to infinity.
After revision: In this paper we construct two tests for the weights of the global minimum variance portfolio (GMVP) in a high-dimensional setting, namely , when the number of assets p depends on the sample size n such that p{n}\to c \in (0,1) as n tends to infinity.