Narrow search
Showing 1 - 10 of 18
Cover Image
Comparison of some quadratic optimization problems in portfolio theory
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - 2011
Persistent link: https://www.econbiz.de/10009677225
Cover Image
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
Cover Image
Statistical inference of the efficient frontier under autocorrelated asset returns
Bodnar, Taras; Schmid, Wolfgang; Zabolotskyy, Taras - 2006
Persistent link: https://www.econbiz.de/10004885488
Cover Image
Econometrical analysis of the sample efficient forntier [frontier]
Bodnar, Taras; Schmid, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10004886964
Cover Image
Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras; Zabolotskyy, Taras - 2007
Persistent link: https://www.econbiz.de/10004893896
Cover Image
The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10004831179
Cover Image
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
Cover Image
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
Cover Image
Properties of hierarchical archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - 2009
Persistent link: https://www.econbiz.de/10004939605
Cover Image
On the limiting behaviour of EWMA charts with exact control limits : Manuel Cabral Morais ; Yarema Okhrin ; Wolfgang Schmid
Morais, Manuel Cabral; Okhrin, Yarema; Schmid, Wolfgang - 2009
Persistent link: https://www.econbiz.de/10004944522