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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Portfolio selection
28
Portfolio-Management
28
Theorie
24
Theory
23
Estimation theory
14
Schätztheorie
14
Analysis of variance
11
Varianzanalyse
11
Capital income
8
Correlation
8
Korrelation
8
Parameter uncertainty
8
Multivariate Analyse
7
Statistical distribution
7
Statistische Verteilung
7
DCC-GARCH
6
Multivariate analysis
6
Risiko
6
Risk
6
Bayes-Statistik
5
Bayesian inference
5
Handelsvolumen der Börse
5
Marktliquidität
5
Wertpapierhandel
5
Wishart distribution
5
copula
5
liquidity risk
5
multiplicative error model
5
parameter uncertainty
5
stochastic representation
5
trading processes
5
Efficient frontier
4
Erwartungsnutzen
4
Expected utility
4
Linear algebra
4
Lineare Algebra
4
Market liquidity
4
Nutzenfunktion
4
Random matrix theory
4
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6
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6
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2
Graue Literatur
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English
8
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Bodnar, Taras
7
Schmid, Wolfgang
5
Alfelt, Gustav
2
Javed, Farrukh
2
Parolya, Nestor
2
Tyrcha, Joanna
2
Zabolotskyy, Taras
2
Bodnar, Olha
1
Ivasiuk, Dmytro
1
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Computational management science
1
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
European journal of operational research : EJOR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Statistical papers
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ECONIS (ZBW)
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1
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
2
On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
92
(
2008
)
1
,
pp. 29-34
Persistent link: https://www.econbiz.de/10003649991
Saved in:
3
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
Saved in:
4
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
Bodnar, Olha
;
Bodnar, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10003888645
Saved in:
5
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
Saved in:
6
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
8
Multi-period power utility optimization under stock return predictability
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014228499
Saved in:
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