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~person:"Schmid, Wolfgang"
~person:"Storti, Giuseppe"
~type_genre:"Aufsatz in Zeitschrift"
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Analysis of variance
4
Portfolio selection
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Portfolio-Management
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Varianzanalyse
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Estimation theory
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Schätztheorie
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Global minimum variance portfolio
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Mathematical programming
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Random matrix theory
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Aufsatz in Zeitschrift
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Schmid, Wolfgang
Storti, Giuseppe
Bodnar, Taras
7
Gribisch, Bastian
5
Herrmann, Andreas
5
Patton, Andrew J.
5
Azadeh, Mohammad Ali
4
Chiu, Wan-Yi
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De Nard, Gianluca
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Hansen, Peter Reinhard
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Hartkopf, Jan Patrick
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Herwartz, Helmut
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Lunde, Asger
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Oomen, Roel C. A.
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Bandi, Federico M.
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Bauwens, Luc
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Bollerslev, Tim
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Christensen, Kim
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Dar, Amir Ahmad
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Fengler, Matthias
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Gijo, E. V.
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Golosnoy, Vasyl
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Grobys, Klaus
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Gupta, Rangan
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Hafner, Christian M.
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Huber, Frank
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Jain, Sarika
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Kim, Jae H.
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Korn, Ralf
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Laurent, Sébastien
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Mahapatra, Siba Sankar
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Maheu, John M.
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Migliaccio, Guido
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Nair, Shreekumar K.
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Podolskij, Mark
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Rombouts, Jeroen V. K.
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Russell, Jeffrey R.
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Santos, André A. P.
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Sheppard, Kevin
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Annals of economics and statistics
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European journal of operational research : EJOR
1
Statistical papers
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ECONIS (ZBW)
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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
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:
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