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subject:"Estimation theory"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~person:"Bodnar, Taras"
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Estimation theory
Analysis of variance
2
Global minimum variance portfolio
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Varianzanalyse
2
Bayes-Statistik
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Bayesian inference
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Covariance matrix estimation
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Credible interval
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Finance
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Large-dimensional asymptotics
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Bodnar, Taras
Tsionas, Efthymios G.
12
Kumbhakar, Subal
7
Kuosmanen, Timo
5
Ruggiero, John
5
Carrizosa, Emilio
4
Johnson, Andrew L.
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Simar, Léopold
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Heidergott, Bernd
3
Keshvari, Abolfazl
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Olesen, Ole Bent
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Bertsimas, Dimitris
2
Chih, Mingchang
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Crook, Jonathan N.
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Dai, Sheng
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Fabozzi, Frank J.
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Halme, Merja
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Kallio, Markku
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Khezrimotlagh, Dariush
2
Mafusalov, Alexander
2
Mamatzakis, Emmanuel C.
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Parmeter, Christopher F.
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Santos, M. Isabel Reis dos
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Santos, Pedro M. Reis dos
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Song, Wheyming Tina
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Uryasev, Stan
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Vidoli, Francesco
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Volk-Makarewicz, Warren
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Wang, Shouyang
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Wilson, Paul W.
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Xing, Wenxun
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Zelenyuk, Valentin
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Adcock, C. J.
1
Ahn, Byeong Seok
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Alexander, Carol
1
Alexopoulos, Christos
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Alghalith, Moawia
1
Ambrósio, Jorge
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Andreeva, Galina
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European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational Management Science : CMS
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Finance research letters
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International journal of theoretical and applied finance
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Risks : open access journal
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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
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2
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
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