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Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras; Zabolotskyy, Taras - 2007
Persistent link: https://www.econbiz.de/10003635785
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Econometrical analysis of the sample efficient forntier
Bodnar, Taras; Schmid, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10003448652
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Estimation of optimal portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003697373
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EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800395
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New characteristics for portfolio surveillance
Golosnoy, Vasyl; Okhrin, Iryna; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800417
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Natural shrinkage for the optimal portfolio weights
Golosnoy, Vasyl - 2004
Persistent link: https://www.econbiz.de/10002176936
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Optimal investment decisions with exponential utility function
Kozhan, Roman; Schmid, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10002913595
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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693102
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Sequential methods for detecting changes in the variance of economic time series
Schipper, Stefan; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693132
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Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693144