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~person:"Schmid, Wolfgang"
~person:"Storti, Giuseppe"
~subject:"Portfolio-Management"
~subject:"Statistical quality control"
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Portfolio-Management
Statistical quality control
Analysis of variance
21
Varianzanalyse
21
Theorie
13
Theory
13
Portfolio selection
9
Correlation
7
Estimation theory
7
Korrelation
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Multivariate Analyse
6
Multivariate analysis
6
Statistische Qualitätskontrolle
4
Capital market returns
3
Forecasting model
3
Kapitalmarktrendite
3
Kontrollkarte
3
Mathematical programming
3
Mathematische Optimierung
3
Nichtlineare Regression
3
Nonlinear regression
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
Capital income
2
Kapitaleinkommen
2
Kontrollkarten
2
Linear algebra
2
Lineare Algebra
2
MIDAS
2
Modellierung
2
Scientific modelling
2
ARCH model
1
ARCH-Modell
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Component Dynamic Models
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Covariance matrix estimation
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8
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4
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English
11
German
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Schmid, Wolfgang
Storti, Giuseppe
De Nard, Gianluca
9
Ledoit, Olivier
9
Wolf, Michael
9
Bodnar, Taras
8
Paterlini, Sandra
7
Erlenmaier, Ulrich
5
Golosnoy, Vasyl
5
Chiu, Wan-Yi
4
Engle, Robert F.
4
Frahm, Gabriel
4
Gersbach, Hans
4
Lakonishok, Josef
4
Li, Yingying
4
Memmel, Christoph
4
Okhrin, Yarema
4
Peñaranda, Francisco
4
Sentana, Enrique
4
Zheng, Xinghua
4
Bonaccolto, Giovanni
3
Bonato, Matteo
3
Caporin, Massimiliano
3
Hotta, Luiz K.
3
Karceski, Jason
3
Knoth, Sven
3
Korn, Ralf
3
Malec, Peter
3
Mazur, Stepan
3
Ranaldo, Angelo
3
Riccobello, Riccardo
3
Santos, André A. P.
3
Trucíos, Carlos
3
Wong, Hoi Ying
3
Zevallos, Mauricio
3
Albrecht, Peter
2
Bekaert, Geert
2
Branger, Nicole
2
Candelon, Bertrand
2
Chan, Louis K. C.
2
Chan, Louis K.C.
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
8
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annals of economics and statistics
1
European journal of operational research : EJOR
1
Statistical papers
1
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ECONIS (ZBW)
12
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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:
2
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 103-134
Persistent link: https://www.econbiz.de/10011592738
Saved in:
3
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:
4
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800389
Saved in:
5
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
6
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800400
Saved in:
7
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:
8
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635782
Saved in:
9
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:
10
The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001916051
Saved in:
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