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Journal Article

Golosnoy, Vasyl and Gribisch, Bastian (2022). Modeling and forecasting realized portfolio weights. J. Bank Financ., 138. AMSTERDAM: ELSEVIER. ISSN 1872-6372

Golosnoy, Vasyl, Gribisch, Bastian and Seifert, Miriam Isabel (2019). Exponential smoothing of realized portfolio weights. J. Empir. Financ., 53. S. 222 - 238. AMSTERDAM: ELSEVIER. ISSN 1879-1727

Golosnoy, Vasyl, Gribisch, Bastian and Seifert, Miriam Isabel . Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests. Wiley Interdiscip. Rev.-Comput. Stat.. HOBOKEN: WILEY. ISSN 1939-0068

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