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Estimation and inference of th...
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On the exact solution of the multi-period portfolio choise problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009669384
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92
Comparison of some quadratic optimization problems in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
-
2011
Persistent link: https://www.econbiz.de/10009677225
Saved in:
93
Econometrical analysis of the sample efficient forntier [frontier]
Bodnar, Taras
;
Schmid, Wolfgang
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2006
Persistent link: https://www.econbiz.de/10004886964
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