//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of alternative investments"
~isPartOf:"European journal of operational research : EJOR"
~person:"Bodnar, Taras"
~subject:"Covariance matrix estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfoliomanagement"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Covariance matrix estimation
Portfolio selection
4
Portfolio-Management
4
Analysis of variance
2
Estimation theory
2
Global minimum variance portfolio
2
Mathematical programming
2
Mathematische Optimierung
2
Schätztheorie
2
Theorie
2
Theory
2
Varianzanalyse
2
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Credible interval
1
Erwartungsnutzen
1
Expected utility
1
Expected utility optimization
1
Exponential utility function
1
Finance
1
Forecasting model
1
Kapitaleinkommen
1
Large-dimensional asymptotics
1
Multi-period asset allocation
1
Nutzen
1
Nutzenfunktion
1
Posterior distribution
1
Prognoseverfahren
1
Random matrix theory
1
Return predictability
1
Risikoaversion
1
Risk aversion
1
Utility
1
Utility function
1
Wishart distribution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bodnar, Taras
Parolya, Nestor
1
Schmid, Wolfgang
1
Published in...
All
The journal of alternative investments
European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->