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~person:"Schmid, Wolfgang"
~person:"Vanduffel, Steven"
~subject:"Estimation theory"
~subject:"realized covariances"
~type_genre:"Arbeitspapier"
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Estimation theory
realized covariances
Portfolio selection
15
Portfolio-Management
15
Theorie
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Theory
10
Analysis of variance
6
Schätztheorie
6
Varianzanalyse
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3
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3
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Schmid, Wolfgang
Vanduffel, Steven
Frahm, Gabriel
5
Kan, Raymond
5
Kempf, Alexander
5
Korn, Olaf
4
Scaillet, Olivier
4
Bertail, Patrice
3
Cattaneo, Matias D.
3
Crump, Richard K.
3
Gouriéroux, Christian
3
Hafner, Christian M.
3
Ledoit, Olivier
3
Linton, Oliver
3
Medeiros, Marcelo C.
3
Memmel, Christoph
3
Okhrin, Yarema
3
Tang, Haihan
3
Wang, Xiaolu
3
Wolf, Michael
3
Beaulieu, Marie-Claude
2
Bodnar, Taras
2
Boss, Michael
2
Brinkmann, Felix
2
Böheim, René
2
Callot, Laurent
2
Dannenberg, Henry
2
Daouia, Abdelaati
2
Denuit, Michel
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Füss, Roland
2
Gerhard, Frank
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Gibson, Michael S.
2
Girard, Stéphane
2
Golosnoy, Vasyl
2
Hess, Dieter
2
Huschens, Stefan
2
Häfke, Christian
2
Höse, Steffi
2
Kock, Anders B.
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
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ECONIS (ZBW)
6
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Beta-adjusted covariance estimation
Boudt, Kris
;
Dragun, Kirill
;
Sauri, Orimar
;
Vanduffel, …
-
2021
Persistent link: https://www.econbiz.de/10012432948
Saved in:
2
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800400
Saved in:
3
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635782
Saved in:
4
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
5
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:
6
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
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