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~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
28
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Bodnar, Taras
27
Schmid, Wolfgang
15
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11
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3
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3
Okhrin, Yarema
3
Thorsén, Erik
3
Zabolotskyy, Taras
3
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
European journal of operational research : EJOR
4
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2
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ECONIS (ZBW)
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1
Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras
;
Zabolotskyy, Taras
-
2007
Persistent link: https://www.econbiz.de/10003635785
Saved in:
2
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:
3
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
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4
The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001916051
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5
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/10001916052
Saved in:
6
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:
7
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:
8
On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
Saved in:
9
On the unbiased estimator of the efficient frontier
Bodnar, Olha
;
Bodnar, Taras
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1065-1073
Persistent link: https://www.econbiz.de/10008906212
Saved in:
10
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
-
2015
Persistent link: https://www.econbiz.de/10011283724
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