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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693102
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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/10003905998
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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 134 (2006) 1, pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
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On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 246 (2015) 2, pp. 528-542
Persistent link: https://www.econbiz.de/10011338116