Estimation of the global minimum variance portfolio in high dimensions:
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt (Oder)
Europa-Univ. Viadrina
2013
|
| Schriftenreihe: | Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
332 |
| Umfang: | 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 | |
| 700 | 1 | |a Parolya, Nestor |e Verfasser |0 (DE-588)105040419X |4 aut | |
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| 810 | 2 | |a European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics |t Discussion paper |v 332 |w (DE-604)BV023555055 |9 332 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-025782070 | |
Datensatz im Suchindex
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| bvnumber | BV040801984 |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV040801984 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:26:00Z |
| institution | BVB |
| language | English |
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| physical | 33 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Europa-Univ. Viadrina |
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| 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 |
| work_keys_str_mv | AT bodnartaras estimationoftheglobalminimumvarianceportfolioinhighdimensions AT parolyanestor estimationoftheglobalminimumvarianceportfolioinhighdimensions AT schmidwolfgang estimationoftheglobalminimumvarianceportfolioinhighdimensions |