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person:"Schmid, Wolfgang"
~isPartOf:"European journal of operational research : EJOR"
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Search: subject_exact:"Portfolioanalyse"
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Portfolio selection
4
Portfolio-Management
4
Theorie
3
Theory
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Mathematical programming
2
Mathematische Optimierung
2
Analysis of variance
1
Capital income
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Covariance matrix estimation
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Erwartungsnutzen
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Estimation theory
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Expected utility
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Expected utility optimization
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Exponential utility function
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Finance
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Global minimum variance portfolio
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Kapitaleinkommen
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Large-dimensional asymptotics
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Multi-period asset allocation
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Prognoseverfahren
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Random matrix theory
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Return predictability
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Risikoaversion
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Schmid, Wolfgang
Liesiö, Juuso
11
Salo, Ahti A.
9
Li, Duan
6
Steuer, Ralph E.
6
Zhang, Wei-guo
5
Bodnar, Taras
4
Fabozzi, Frank J.
4
Forsyth, Peter A.
4
Grechuk, Bogdan
4
Levy, Moshe
4
Lioui, Abraham
4
Mulvey, John M.
4
Palczewski, Jan
4
Utz, Sebastian
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Wong, Wing Keung
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Zopounidis, Constantin
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Gao, Jianjun
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Guo, Sini
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Josa-Fombellida, Ricardo
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Kerstens, Kristiaan
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Li, Xiang
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Mavrotas, George
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Parolya, Nestor
3
Penev, Spiridon
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Poncet, Patrice
3
Prigent, Jean-Luc
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Qin, Zhongfeng
3
Rincón-Zapatero, Juan Pablo
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Rustem, Berç
3
Speranza, Maria Grazia
3
Topaloglou, Nikolas
3
Van de Woestyne, Ignace
3
Vanduffel, Steven
3
Wimmer, Maximilian
3
Yang, Hailiang
3
Zabarankin, Michael
3
Östermark, Ralf
3
Adcock, C. J.
2
Andelmin, Juho
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European journal of operational research : EJOR
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
Annals of operations research ; 229
1
Applied quantitative finance
1
Asset allocation and international investments
1
Computational management science
1
International journal of theoretical and applied finance
1
Journal of econometrics
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Mathematics and financial economics
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Quantitative finance
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Statistical papers
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The European journal of finance
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ECONIS (ZBW)
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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:
2
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
3
On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
Saved in:
4
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
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