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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
~type_genre:"Working Paper"
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Portfolio selection
Theorie
31
Theory
31
Statistical quality control
13
Statistische Qualitätskontrolle
13
Time series analysis
12
Zeitreihenanalyse
12
Portfolio-Management
11
Analysis of variance
10
Multivariate Analyse
10
Multivariate analysis
10
Varianzanalyse
10
Kontrollkarte
9
Estimation theory
6
Schätztheorie
6
Kontrollkarten
5
Nichtlineare Regression
4
Nonlinear regression
4
Estimation
3
Schätzung
3
Deutschland
2
Erwartungsnutzen
2
Expected utility
2
Financial analysis
2
Finanzanalyse
2
Germany
2
Securities trading
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Technical efficiency
2
Technische Effizienz
2
USA
2
United States
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
control chart
2
1871-1995
1
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Book / Working Paper
11
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Sammelwerk
Bibliografie
Conference paper
Working Paper
Arbeitspapier
11
Graue Literatur
10
Non-commercial literature
10
Language
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English
11
Author
All
Schmid, Wolfgang
8
Bodnar, Taras
4
Golosnoy, Vasyl
4
Okhrin, Yarema
2
Kozhan, Roman
1
Okhrin, Iryna
1
Zabolotskyy, Taras
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Working paper / National Bureau of Economic Research, Inc.
191
Research paper series / Swiss Finance Institute
120
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
81
Discussion paper / Tinbergen Institute
61
Working paper
50
CESifo working papers
49
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
44
Discussion paper / Center for Economic Research, Tilburg University
39
Working papers
38
Discussion paper
37
Discussion papers / CEPR
37
Finance and economics discussion series
25
Working paper series
24
SFB 649 discussion paper
23
IFA working paper
22
Working paper / Centre for Financial Research
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
IMF working papers
18
Working paper series / European Central Bank
18
Working papers on finance
18
Discussion paper / Deutsche Bundesbank
17
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
17
Discussion paper / LSE Financial Markets Group
16
CFS working paper series
15
Dresdner Beiträge zu quantitativen Verfahren
15
IMF working paper
15
Report / Erasmus Center for Financial Research, Erasmus University
15
Discussion paper series / Harvard Institute of Economic Research
14
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
14
Working paper series / University of Zurich, Department of Economics
14
Working papers / Rodney L. White Center for Financial Research
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Research paper / International Center for Financial Asset Management and Engineering
13
Working papers / Financial Institutions Center
13
Netspar academic series
12
SAFE working paper
12
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
10
Documentos de trabajo / Banco de España
10
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ECONIS (ZBW)
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EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
2
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
3
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
4
Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras
;
Zabolotskyy, Taras
-
2007
Persistent link: https://www.econbiz.de/10003635785
Saved in:
5
Econometrical analysis of the sample efficient forntier
Bodnar, Taras
;
Schmid, Wolfgang
-
2006
Persistent link: https://www.econbiz.de/10003448652
Saved in:
6
Optimal investment decisions with exponential utility function
Kozhan, Roman
;
Schmid, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10002913595
Saved in:
7
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:
8
Natural shrinkage for the optimal portfolio weights
Golosnoy, Vasyl
-
2004
Persistent link: https://www.econbiz.de/10002176936
Saved in:
9
The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001916051
Saved in:
10
Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl
-
2003
Persistent link: https://www.econbiz.de/10001786458
Saved in:
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