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Empirical evidences on the interconnectedness between sampling and asset returns' distributions
Orlando, Guiseppe, (2021)
Contribution to portfolio tracking error volatility with geometric illustration
Zhang, Jubao, (2024)
ETF risk models
Kakushadze, Zura, (2022)
Sequential surveillance of the tangency portfolio weights
Bodnar, Olha, (2009)
Bayesian model selection for small datasets of measurement results
Bodnar, Olha, (2021)
Multivariate control charts based on a projection approach
Bodnar, Olha, (2004)