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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.

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