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Portfolio selection
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Bodnar, Taras
22
Schmid, Wolfgang
13
Parolya, Nestor
7
Bodnar, Olha
3
Hautsch, Nikolaus
3
Zabolotskyy, Taras
3
Bauder, David
2
Ivasiuk, Dmytro
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1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
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2
European journal of operational research : EJOR
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ECONIS (ZBW)
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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
Saved in:
2
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
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3
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:
4
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
Bodnar, Olha
;
Bodnar, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10003888645
Saved in:
5
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:
6
Econometrical analysis of the sample efficient forntier
Bodnar, Taras
;
Schmid, Wolfgang
-
2006
Persistent link: https://www.econbiz.de/10003448652
Saved in:
7
Econometrical analysis of the sample efficient frontier
Bodnar, Taras
;
Schmid, Wolfgang
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 317-335
Persistent link: https://www.econbiz.de/10003875458
Saved in:
8
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:
9
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:
10
On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
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