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Distributional properties and estimation of optimal portfolios
Okhrin, Yarema - 2004
Persistent link: https://www.econbiz.de/10002218998
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High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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Non-stationarity as a central aspect of financial markets
Schmitt, Thilo A. - 2014
Persistent link: https://www.econbiz.de/10010526646
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Essays in portfolio selection
Giuzio, Margherita - 2017
Persistent link: https://www.econbiz.de/10011914236
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Estimation of high-dimensional covariance matrices and applications to portfolio selection
Chen, Zehao - 2008
Persistent link: https://www.econbiz.de/10010248623
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Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
De Nard, Gianluca - 2021
Persistent link: https://www.econbiz.de/10012806177
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Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard - 2015
Persistent link: https://www.econbiz.de/10011433554
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Essays on treatment effect estimation
Rehse, Dominik - 2015
Persistent link: https://www.econbiz.de/10011526496
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Reliability of estimates in structural VAR analysis
Spieker, Gabriele - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001672651
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Cross sectional dependence in spatial econometric models : with an application to German start-up activity data
Klotz, Stefan - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002178815