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Bodnar, Taras
Frahm, Gabriel
11
Memmel, Christoph
9
Alexander, Carol
8
Gatarek, Lukasz
5
Johansen, Søren
5
Tokpavi, Sessi
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Chiu, Wan-Yi
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Dark, Jonathan
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Hotta, Luiz K.
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Paterlini, Sandra
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Prokopczuk, Marcel
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Roncalli, Thierry
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Santos, André A. P.
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Trucíos, Carlos
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Vaucher, Benoit
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Yamada, Yuji
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Zevallos, Mauricio
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Barbosa, Andreza
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Feldkircher, Martin
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Golosnoy, Vasyl
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Huber, Florian
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Kempf, Alexander
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Maillet, Bertrand
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Nugroho, Bayu Adi
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Sumawong, Anannit
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Ali, Kareem A.
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An, Yunbi
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Assar, Salwa M.
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Baele, Lieven
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Bauwens, Luc
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European journal of operational research : EJOR
2
Finance research letters
1
Metrika
1
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Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
2
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:
3
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:
4
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:
5
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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