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Okhrin, Yarema
9
Golosnoy, Vasyl
6
Schmid, Wolfgang
6
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5
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1
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The European journal of finance
4
Journal of econometrics
2
Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
2
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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OLC EcoSci
ECONIS (ZBW)
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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
Saved in:
2
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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3
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
Saved in:
4
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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5
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
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6
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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7
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:
8
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
91
(
2007
)
2
,
pp. 109-128
Persistent link: https://www.econbiz.de/10008352358
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9
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
Saved in:
10
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
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