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type_genre:"Working Paper"
~person:"Schmid, Wolfgang"
~subject:"Portfolio selection"
~type:"book"
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Portfolio selection
Theorie
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20
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Statistical quality control
17
Statistische Qualitätskontrolle
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Schmid, Wolfgang
Platen, Eckhard
31
Uppal, Raman
27
Gollier, Christian
21
Lucas, André
19
Maurer, Raimond
19
Campbell, John Y.
17
Başak, Suleyman
16
Schenk-Hoppé, Klaus Reiner
15
Van Wincoop, Eric
15
Vries, Casper G. de
15
Bacchetta, Philippe
14
Guidolin, Massimo
14
Hens, Thorsten
14
Viceira, Luis M.
14
Carletti, Elena
13
Scaillet, Olivier
13
Babus, Ana
12
Engle, Robert F.
12
Evstigneev, Igor V.
12
Gouriéroux, Christian
12
Ledoit, Olivier
12
Malamud, Semyon
12
Sentana, Enrique
12
Wolf, Michael
12
Ślepaczuk, Robert
12
Allen, Franklin
11
Gomes, Francisco J.
11
Härdle, Wolfgang
11
Menoncin, Francesco
11
Palomino, Frédéric
11
Pástor, Ľuboš
11
Stambaugh, Robert F.
11
He, Xue-zhong
10
Huschens, Stefan
10
Kelly, Bryan T.
10
Nijman, Theodore E.
10
Pavlova, Anna
10
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10
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
8
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
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ECONIS (ZBW)
10
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1
On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras
;
Schmid, Wolfgang
-
2009
Persistent link: https://www.econbiz.de/10003905998
Saved in:
2
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
3
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
4
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
5
Econometrical analysis of the sample efficient forntier
Bodnar, Taras
;
Schmid, Wolfgang
-
2006
Persistent link: https://www.econbiz.de/10003448652
Saved in:
6
Optimal investment decisions with exponential utility function
Kozhan, Roman
;
Schmid, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10002913595
Saved in:
7
A test for the weights of the global minimum variance portfolio in an elliptical model
Bodnar, Taras
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10001916052
Saved in:
8
The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001916051
Saved in:
9
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693102
Saved in:
10
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
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