Suchergebnisse - Bodnar, Taras 1979-

Elliptically contoured models in statistics and portfolio theory

von Gupta, Arjun K. 1938-, Varga, Tamás 1960-, Bodnar, Taras 1979-

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Optimal portfolios in an elliptical model: statistical analysis and tests for efficiency

von Bodnar, Taras 1979-

Estimation of the global minimum variance portfolio in high dimensions

von Bodnar, Taras 1979-, Parolya, Nestor, Schmid, Wolfgang 1956-

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-

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-

A test for the weights of the global minimum variance portfolio in an elliptical model

von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-

The distribution of the global minimum variance estimator in elliptical models

von Bodnar, Taras 1979-, Schmid, Wolfgang 1956-