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New characteristics for portfolio surveillance
Golosnoy, Vasyl; Okhrin, Irena; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10004575384
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Online surveillance of volatility forecasting models
Golosnoy, Vasyl; Okhrin, Irena; Schmid, Wolfgang - 2010
Persistent link: https://www.econbiz.de/10009140772
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Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl - 2003
Persistent link: https://www.econbiz.de/10004831175
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Should a portfolio investor follow or neglect regime changes?
Golosnoy, Vasyl; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10004831249
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Natural shrinkage for the optimal portofolio weights
Golosnoy, Vasyl - 2004
Persistent link: https://www.econbiz.de/10004832117