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On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Schmid, Wolfgang; Zabolotskyy, Taras - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 92 (2008) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10008352327
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On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 229 (2013) 3, pp. 637-644
Persistent link: https://www.econbiz.de/10010119340
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An exact test for a column of the covariance matrix based on a single observation
Bodnar, Taras; Gupta, Arjun K. - In: Metrika : international journal for theoretical and … 76 (2013) 6, pp. 847-855
Persistent link: https://www.econbiz.de/10010152283
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Statistical inference procedure for the mean–variance efficient frontier with estimated parameters
Bodnar, Olha; Bodnar, Taras - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 93 (2009) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10008352245
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Econometrical analysis of the sample efficient frontier
Bodnar, Taras; Schmid, Wolfgang - In: The European journal of finance 15 (2009) 3-4, pp. 317-336
Persistent link: https://www.econbiz.de/10008275568
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Econometrical analysis of the sample efficient frontier
Bodnar, Taras; Schmid, Wolfgang - In: The European journal of finance 15 (2009) 3, pp. 317-336
Persistent link: https://www.econbiz.de/10008234972