//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Natural shrinkage for the opti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
9
Language
All
Undetermined
9
Author
All
Golosnoy, Vasyl
9
Okhrin, Yarema
6
Gribisch, Bastian
1
Liesenfeld, Roman
1
Ragulin, Sergiy
1
Schmid, Wolfgang
1
Published in...
All
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
The European journal of finance
2
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
2
Journal of econometrics
1
Source
All
OLC EcoSci
ECONIS (ZBW)
41
RePEc
20
EconStor
6
USB Cologne (EcoSocSci)
4
Other ZBW resources
1
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate CUSUM chart: properties and enhancements
Golosnoy, Vasyl
;
Ragulin, Sergiy
;
Schmid, Wolfgang
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
93
(
2009
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10008352247
Saved in:
2
Sequential monitoring of minimum variance portfolio
Golosnoy, Vasyl
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
91
(
2007
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10008352363
Saved in:
3
Flexible shrinkage in portfolio selection
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 317-328
Persistent link: https://www.econbiz.de/10008162041
Saved in:
4
Multivariate Shrinkage for Optimal Portfolio Weights
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
The European journal of finance
13
(
2007
)
5
,
pp. 441-458
Persistent link: https://www.econbiz.de/10007757829
Saved in:
5
Multivariate Shrinkage for Optimal Portfolio Weights
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
The European journal of finance
13
(
2007
)
5-6
,
pp. 441-458
Persistent link: https://www.econbiz.de/10007882607
Saved in:
6
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
3
,
pp. 718-734
Persistent link: https://www.econbiz.de/10008089877
Saved in:
7
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009825302
Saved in:
8
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
3
,
pp. 718-735
Persistent link: https://www.econbiz.de/10008880953
Saved in:
9
Flexible shrinkage in portfolio selection
Golosnoy, Vasyl
;
Okhrin, Yarema
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 317-329
Persistent link: https://www.econbiz.de/10008890157
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->