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~person:"Mazur, Stepan"
~person:"Schmid, Wolfgang"
~subject:"Portfolio-Management"
~subject:"Wishart distribution"
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Portfolio-Management
Wishart distribution
Analysis of variance
17
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Mazur, Stepan
Schmid, Wolfgang
De Nard, Gianluca
9
Ledoit, Olivier
9
Wolf, Michael
9
Bodnar, Taras
8
Paterlini, Sandra
7
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Li, Yingying
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4
Okhrin, Yarema
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Peñaranda, Francisco
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Sentana, Enrique
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Zheng, Xinghua
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
5
European journal of operational research : EJOR
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Computational economics
1
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ECONIS (ZBW)
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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
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:
4
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:
5
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
6
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
7
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800400
Saved in:
8
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:
9
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635782
Saved in:
10
A test for the weights of the global minimum variance portfolio in an elliptical model
Bodnar, Taras
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10001916052
Saved in:
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