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~person:"Schmid, Wolfgang"
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Schmid, Wolfgang
Fabozzi, Frank J.
355
Maurer, Raimond
143
Mitchell, Olivia S.
117
Guidolin, Massimo
103
Lo, Andrew W.
96
Platen, Eckhard
94
Weber, Martin
93
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92
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89
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81
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68
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64
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61
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60
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59
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58
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58
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58
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56
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56
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56
Račev, Svetlozar T.
55
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55
Viceira, Luis M.
55
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54
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
24
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
6
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät für Wirtschaftswissenschaften
6
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4
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ECONIS (ZBW)
36
USB Cologne (EcoSocSci)
18
RePEc
1
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On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras
;
Schmid, Wolfgang
-
2009
Persistent link: https://www.econbiz.de/10003905998
Saved in:
2
Tail behaviour of a general family of control charts
Schmid, Wolfgang
;
Okhrin, Yarema
-
2005
Persistent link: https://www.econbiz.de/10004865276
Saved in:
3
Statistical inference of the efficient frontier under autocorrelated asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
-
2006
Persistent link: https://www.econbiz.de/10004885488
Saved in:
4
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
5
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
6
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
-
2015
Persistent link: https://www.econbiz.de/10011283724
Saved in:
7
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:
8
Should a portfolio investor follow or neglect regime changes?
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001774747
Saved in:
9
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:
10
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
Saved in:
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