Author:
Bodnar Taras,Parolya Nestor,Schmid Wolfgang
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference35 articles.
1. A jackknife estimator for tracking error variance of optimal portfolio;Basak;Management Science,2009
2. A test for the weights of the global minimum variance portfolio in an elliptical model;Bodnar;Metrika,2008
3. Estimation of optimal portfolio compositions for gaussian returns;Bodnar;Statistics & Decisions,2008
4. Econometrical analysis of the sample efficient frontier;Bodnar;The European Journal of Finance,2009
5. Brandt, M., 2010. Portfolio choice problems. In: Aı¨t-Sahalia, Y., Hansen, L.P. (Eds.), Handbook of Financial Econometrics, pp. 269–330.
Cited by
18 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献