Estimation of the global minimum variance portfolio in high dimensions:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt (Oder)
Europa-Univ. Viadrina
2013
|
| Schriftenreihe: | Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
332 |
| Beschreibung: | 33 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Estimation of the global minimum variance portfolio in high dimensions |c Taras Bodnar ; Nestor Parolya ; Wolfgang Schmid |
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| 490 | 1 | |a Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics |v 332 | |
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Datensatz im Suchindex
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| author | Bodnar, Taras 1979- Parolya, Nestor Schmid, Wolfgang 1956- |
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| id | DE-604.BV040801984 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:34:11Z |
| institution | BVB |
| language | English |
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| physical | 33 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Europa-Univ. Viadrina |
| record_format | marc |
| series2 | Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics |
| spelling | Bodnar, Taras 1979- Verfasser (DE-588)128862432 aut Estimation of the global minimum variance portfolio in high dimensions Taras Bodnar ; Nestor Parolya ; Wolfgang Schmid Frankfurt (Oder) Europa-Univ. Viadrina 2013 33 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 332 Parolya, Nestor Verfasser (DE-588)105040419X aut Schmid, Wolfgang 1956- Verfasser (DE-588)128753641 aut European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Discussion paper 332 (DE-604)BV023555055 332 |
| spellingShingle | Bodnar, Taras 1979- Parolya, Nestor Schmid, Wolfgang 1956- Estimation of the global minimum variance portfolio in high dimensions |
| title | Estimation of the global minimum variance portfolio in high dimensions |
| title_auth | Estimation of the global minimum variance portfolio in high dimensions |
| title_exact_search | Estimation of the global minimum variance portfolio in high dimensions |
| title_full | Estimation of the global minimum variance portfolio in high dimensions Taras Bodnar ; Nestor Parolya ; Wolfgang Schmid |
| title_fullStr | Estimation of the global minimum variance portfolio in high dimensions Taras Bodnar ; Nestor Parolya ; Wolfgang Schmid |
| title_full_unstemmed | Estimation of the global minimum variance portfolio in high dimensions Taras Bodnar ; Nestor Parolya ; Wolfgang Schmid |
| title_short | Estimation of the global minimum variance portfolio in high dimensions |
| title_sort | estimation of the global minimum variance portfolio in high dimensions |
| volume_link | (DE-604)BV023555055 |
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