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Natural shrinkage for the opti...
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15
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ECONIS (ZBW)
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51
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Irena
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10004575384
Saved in:
52
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
53
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:
54
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:
55
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:
56
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:
57
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:
58
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:
59
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:
60
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:
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