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~person:"Mazur, Stepan"
~person:"Okhrin, Yarema"
~subject:"Portfolio-Management"
~subject:"Wishart distribution"
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Portfolio-Management
Wishart distribution
Analysis of variance
8
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Estimation theory
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Portfolio selection
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Schätztheorie
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Mathematical programming
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Mathematische Optimierung
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Mean-variance portfolio
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Global minimum variance portfolio
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Mazur, Stepan
Okhrin, Yarema
De Nard, Gianluca
9
Ledoit, Olivier
9
Wolf, Michael
9
Bodnar, Taras
8
Schmid, Wolfgang
8
Paterlini, Sandra
7
Erlenmaier, Ulrich
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Golosnoy, Vasyl
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Chiu, Wan-Yi
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Lakonishok, Josef
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Li, Yingying
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Peñaranda, Francisco
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Sentana, Enrique
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Zheng, Xinghua
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Bonato, Matteo
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Caporin, Massimiliano
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Gribisch, Bastian
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Hotta, Luiz K.
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Korn, Ralf
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Malec, Peter
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Ranaldo, Angelo
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Riccobello, Riccardo
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Computational economics
1
European journal of operational research : EJOR
1
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1
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
Saved in:
2
An iterative approach to ill-conditioned optimal portfolio selection
Gulliksson, Mårten
;
Mazur, Stepan
- In:
Computational economics
56
(
2020
)
4
,
pp. 773-794
Persistent link: https://www.econbiz.de/10012390467
Saved in:
3
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
Saved in:
4
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800400
Saved in:
5
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10003525357
Saved in:
6
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635782
Saved in:
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