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~person:"Weiß, Gregory N. F."
~person:"Wied, Dominik"
~subject:"Strukturbruch"
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Weiß, Gregory N. F.
Wied, Dominik
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Acta Universitatis Danubius / Oeconomica
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
-
2013
Persistent link: https://www.econbiz.de/10009776171
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Automated portfolio optimization based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
2
,
pp. 243-264
Persistent link: https://www.econbiz.de/10010401331
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