6 Treffer für Schlagwort = "Portfolio"

• A completely automated optimization strategy for global minimum variance portfolios based on a new test for structural breaks Berens, Tobias ; Wied, Dominik ; Ziggel, Daniel [Dortmund] : SFB 823, 2013

• Estimation of risk measures in energy portfolios using modern copula techniques Jäschke, Stefan [Dortmund] : SFB 823, October 7, 2012

• Forecasting market risk of portfolios Copula-Markov switching multifractal approach Segnon, Mawuli ; Trede, Mark Münster : Center for Quantitative Economics, 2017

• Locally constant model uncertainty risk measure Obradović, Lazar Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2019

• Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions Bodnar, Taras ; Dette, Holger ; Parolya, Nestor ; Thorsén, Erik Dortmund : Universitätsbibliothek Dortmund, [2019]

• Testing for structural changes in large portfolios Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, August 2015