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Number of items: 3.
Journal Article
Frahm, Gabriel (2010). Linear statistical inference for global and local minimum variance portfolios. Stat. Pap., 51 (4). S. 789 - 813. NEW YORK: SPRINGER. ISSN 0932-5026
Frahm, Gabriel and Memmel, Christoph ORCID: 0000-0001-7418-9457
(2010).
Dominating estimators for minimum-variance portfolios.
J. Econom., 159 (2).
S. 289 - 303.
LAUSANNE:
ELSEVIER SCIENCE SA.
ISSN 0304-4076
Thesis
Frahm, Gabriel
(2004).
Generalized Elliptical Distributions: Theory and Applications.
PhD thesis, Universität zu Köln.