Properties of optimal portfolio weights and their characteristics von Zabolotskyy, Taras 1983-

Inhaltsverzeichnis

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-

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-