Estimation of the global minimum variance portfolio in high dimensions von Bodnar, Taras 1979-, Parolya, Nestor, Schmid, Wolfgang 1956-

Elliptically contoured models in statistics and portfolio theory von Gupta, Arjun K. 1938-, Varga, Tamás 1960-, Bodnar, Taras 1979-

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On the exact solution of the multi-period portfolio choise problem for an exponential utility under return predictability von Bodnar, Taras 1979-, Parolya, Nestor, Schmid, Wolfgang 1956-

A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function von Bodnar, Taras 1979-, Parolya, Nestor, Schmid, Wolfgang 1956-

Comparison of some quadratic optimization problems in portfolio theory von Bodnar, Taras 1979-, Parolya, Nestor, Schmid, Wolfgang 1956-

The distribution of the global minimum variance estimator in elliptical models von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-

Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-, Zabolotskyy, Taras 1983-

Estimation and inference of the vector autoregressive process under heteroscedasticity von Bodnar, Taras 1979-, Zabolotskyy, Taras 1983-

On the exact distribution of the estimated EU portfolio weights theory and applications von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-

Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models von Bodnar, Taras 1979-, Zabolotskyy, Taras 1983-

Statistical inference of the efficient frontier under autocorrelated asset returns von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-, Zabolotskyy, Taras 1983-

Econometrical analysis of the sample efficient forntier [frontier] von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-

Optimal portfolios in an elliptical model statistical analysis and tests for efficiency von Bodnar, Taras 1979-

A test for the weights of the global minimum variance portfolio in an elliptical model von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-