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Golosnoy, Vasyl
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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1
Multivariate Shrinkage for Optimal Portfolio Weights
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
The European journal of finance
13
(
2007
)
5
,
pp. 441-458
Persistent link: https://www.econbiz.de/10007757829
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2
Multivariate Shrinkage for Optimal Portfolio Weights
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
The European journal of finance
13
(
2007
)
5-6
,
pp. 441-458
Persistent link: https://www.econbiz.de/10007882607
Saved in:
3
Multivariate CUSUM chart: properties and enhancements
Golosnoy, Vasyl
;
Ragulin, Sergiy
;
Schmid, Wolfgang
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
93
(
2009
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10008352247
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4
Sequential monitoring of minimum variance portfolio
Golosnoy, Vasyl
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
91
(
2007
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10008352363
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5
Flexible shrinkage in portfolio selection
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 317-328
Persistent link: https://www.econbiz.de/10008162041
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6
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
3
,
pp. 718-734
Persistent link: https://www.econbiz.de/10008089877
Saved in:
7
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009825302
Saved in:
8
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
3
,
pp. 718-735
Persistent link: https://www.econbiz.de/10008880953
Saved in:
9
Flexible shrinkage in portfolio selection
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 317-329
Persistent link: https://www.econbiz.de/10008890157
Saved in:
10
Economic recovery in Germany
Rossen, Anja
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
93
(
2013
)
6
,
pp. 423-424
Persistent link: https://www.econbiz.de/10010139115
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