Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Jump to: Journal Article
Number of items: 3.

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

This list was generated on Fri Apr 19 14:55:56 2024 CEST.