//-->
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl, (2008)
New characteristics for portfolio surveillance
Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel, (2019)
Should a portfolio investor follow or neglect regime changes?
Golosnoy, Vasyl, (2003)
Multivariate CUSUM chart : properties and enhancements
Golosnoy, Vasyl, (2009)
Statistical surveillance of volatility forecasting models
Golosnoy, Vasyl, (2012)