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~subject:"Portfolio-Management"
~person:"Mazur, Stepan"
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Portfolio-Management
Analysis of variance
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Mazur, Stepan
De Nard, Gianluca
9
Ledoit, Olivier
9
Wolf, Michael
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Bodnar, Taras
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Schmid, Wolfgang
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Paterlini, Sandra
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Erlenmaier, Ulrich
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Golosnoy, Vasyl
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Chiu, Wan-Yi
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Frahm, Gabriel
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Lakonishok, Josef
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Li, Yingying
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Memmel, Christoph
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Okhrin, Yarema
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Peñaranda, Francisco
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Sentana, Enrique
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Zheng, Xinghua
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Bonaccolto, Giovanni
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Bonato, Matteo
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Caporin, Massimiliano
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Hotta, Luiz K.
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Malec, Peter
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Ranaldo, Angelo
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Riccobello, Riccardo
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Trucíos, Carlos
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Wong, Hoi Ying
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Bekaert, Geert
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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
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
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