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~person:"Parolya, Nestor"
~subject:"Econometrics"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Varianzanalyse"
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Econometrics
Schätztheorie
Analysis of variance
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2
Random matrix theory
2
Varianzanalyse
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Correlation
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Covariance matrix estimation
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Global minimum variance portfolio
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High-dimensional covariance matrix
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Korrelation
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Large-dimensional asymptotics
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Linear algebra
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Parolya, Nestor
Bodnar, Taras
5
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3
De Nard, Gianluca
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European journal of operational research : EJOR
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Finance research letters
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ECONIS (ZBW)
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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
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