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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~subject:"Financial analysis"
~subject:"Portfolio-Management"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Schmid, Wolfgang
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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.
211
Research paper series / Swiss Finance Institute
123
Discussion paper / Centre for Economic Policy Research
93
Swiss Finance Institute Research Paper
83
Discussion paper / Tinbergen Institute
62
CESifo working papers
55
Working paper
54
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
47
Discussion paper
40
Discussion paper / Center for Economic Research, Tilburg University
40
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39
SFB 649 discussion paper
26
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25
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24
IFA working paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
18
Working paper series / European Central Bank
18
Working papers on finance
18
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Report / Erasmus Center for Financial Research, Erasmus University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Dresdner Beiträge zu quantitativen Verfahren
15
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14
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14
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14
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14
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13
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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:
2
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
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3
Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl
-
2003
Persistent link: https://www.econbiz.de/10001786458
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4
Natural shrinkage for the optimal portfolio weights
Golosnoy, Vasyl
-
2004
Persistent link: https://www.econbiz.de/10002176936
Saved in:
5
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
6
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
7
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693102
Saved in:
8
Sequential methods for detecting changes in the variance of economic time series
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693132
Saved in:
9
Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693144
Saved in:
10
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
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