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Thorsén, Erik
Schmid, Wolfgang
206
Bodnar, Taras
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Okhrin, Yarema
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
Saved in:
2
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:
3
Quantile-based optimal portfolio selection
Bodnar, Taras
;
Lindholm, Mathias
;
Thorsén, Erik
; …
- In:
Computational management science
18
(
2021
)
3
,
pp. 299-324
Persistent link: https://www.econbiz.de/10012615134
Saved in:
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