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~isPartOf:"European journal of operational research : EJOR"
~person:"Bodnar, Taras"
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Portfolio selection
4
Portfolio-Management
4
Analysis of variance
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Estimation theory
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Global minimum variance portfolio
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Mathematical programming
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Mathematische Optimierung
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Schätztheorie
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Bodnar, Taras
Liesiö, Juuso
11
Zhu, Joe
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Salo, Ahti A.
9
Steuer, Ralph E.
7
Li, Duan
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Aparicio, Juan
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Utz, Sebastian
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European journal of operational research : EJOR
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Computational management science
2
Finance research letters
2
International journal of theoretical and applied finance
2
The European journal of finance
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annals of operations research ; 229
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Asset allocation and international investments
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
2
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
Saved in:
3
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
4
On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
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