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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~subject:"Financial analysis"
~subject:"Portfolio-Management"
~type_genre:"Non-commercial literature"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Working paper / National Bureau of Economic Research, Inc.
169
Research paper series / Swiss Finance Institute
122
Discussion paper / Centre for Economic Policy Research
88
Swiss Finance Institute Research Paper
82
Discussion paper / Tinbergen Institute
60
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35
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23
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20
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20
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20
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Report / Erasmus Center for Financial Research, Erasmus University
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
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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:
2
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
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3
Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl
-
2003
Persistent link: https://www.econbiz.de/10001786458
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4
Natural shrinkage for the optimal portfolio weights
Golosnoy, Vasyl
-
2004
Persistent link: https://www.econbiz.de/10002176936
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
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
7
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693102
Saved in:
8
Sequential methods for detecting changes in the variance of economic time series
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693132
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9
Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693144
Saved in:
10
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
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