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Number of items: 2.
Journal Article
Reh, Laura ORCID: 0000-0002-8083-0535, Krueger, Fabian and Liesenfeld, Roman ORCID: 0000-0001-6996-6215 (2023). Predicting the Global Minimum Variance Portfolio. Journal of Business & Economic Statistics JBES, 41 (2). 440 -453. PHILADELPHIA: TAYLOR & FRANCIS. ISSN 1537-2707
Thesis
Reh, Laura Annabelle ORCID: 0000-0002-8083-0535 (2022). Dynamic Modeling and Forecasting of Financial Portfolio Weights. PhD thesis, Universität zu Köln.