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An introduction to actuarial mathematics
Gupta, Arjun K.; Varga, Tamás - 2002
Persistent link: https://www.econbiz.de/10004763233
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Comparison of some quadratic optimization problems in portfolio theory
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - 2011
Persistent link: https://www.econbiz.de/10009677225
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On the exact distribution of the estimated EU portfolio weights: theory and applications
Bodnar, Taras; Schmid, Wolfgang - 2009
Persistent link: https://www.econbiz.de/10004575382
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Statistical inference of the efficient frontier under autocorrelated asset returns
Bodnar, Taras; Schmid, Wolfgang; Zabolotskyy, Taras - 2006
Persistent link: https://www.econbiz.de/10004885488
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Econometrical analysis of the sample efficient forntier [frontier]
Bodnar, Taras; Schmid, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10004886964
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Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras; Zabolotskyy, Taras - 2007
Persistent link: https://www.econbiz.de/10004893896
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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/10004831179
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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/10004833227
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On the exact solution of the multi-period portfolio choise problem for an exponential utility under return predictability
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - 2012
Persistent link: https://www.econbiz.de/10009669384