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~person:"Lioui, Abraham"
~person:"Schmid, Wolfgang"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
114
Theory
113
Portfolio-Management
55
Time series analysis
26
Zeitreihenanalyse
26
Statistical quality control
22
Statistische Qualitätskontrolle
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Risiko
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English
55
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Lioui, Abraham
Schmid, Wolfgang
Fabozzi, Frank J.
128
Maurer, Raimond
78
Platen, Eckhard
55
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
44
Ang, Andrew
42
Mitchell, Olivia S.
42
Guidolin, Massimo
39
Li, Duan
39
Markowitz, Harry
38
Satchell, Stephen
38
Campbell, John Y.
37
Post, Thierry
36
Lo, Andrew W.
34
Vanduffel, Steven
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Lucas, André
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Levy, Haim
30
Wong, Wing Keung
30
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Bodie, Zvi
28
Račev, Svetlozar T.
28
Wong, Hoi Ying
28
Başak, Suleyman
27
Kane, Alex
27
Sass, Jörn
27
Wang, Ruodu
27
Bernard, Carole
26
Gouriéroux, Christian
26
Jarrow, Robert A.
26
Lee, Cheng F.
26
Shleifer, Andrei
26
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
European journal of operational research : EJOR
8
Journal of economic dynamics & control
5
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
The journal of futures markets
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
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2
Annals of operations research ; 229
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
55
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1
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
2
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:
3
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
4
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635782
Saved in:
5
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10003525357
Saved in:
6
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800400
Saved in:
7
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 249-276
Persistent link: https://www.econbiz.de/10003733142
Saved in:
8
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:
9
On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
92
(
2008
)
1
,
pp. 29-34
Persistent link: https://www.econbiz.de/10003649991
Saved in:
10
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
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