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Search: subject:"Global Minimum Variance Portfolio"
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Bodnar, Taras
Memmel, Christoph
7
Tokpavi, Sessi
5
Frahm, Gabriel
4
Vaucher, Benoit
4
Kempf, Alexander
3
Maillet, Bertrand
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Candelon, Bertrand
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Chiu, Wan-Yi
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Rosales, Francisco
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Schmid, Wolfgang
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Tang, Yi
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Zhou, Yilu
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European journal of operational research : EJOR
2
Metrika
1
The European journal of finance
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Estimation of the
global
minimum
variance
portfolio
in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
2
Bayesian estimation of the
global
minimum
variance
portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
Saved in:
3
Robustness of the inference procedures for the
global
minimum
variance
portfolio
weights in a skew-normal model
Bodnar, Taras
;
Gupta, Arjun K.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
Saved in:
4
A test for the weights of the
global
minimum
variance
portfolio
in an elliptical model
Bodnar, Taras
;
Schmid, Wolfgang
- In:
Metrika
67
(
2008
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10005756289
Saved in:
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