Tests for the weights of the global minimum variance portfolio in a high-dimensional setting

26 October 2017

Papers citing "Tests for the weights of the global minimum variance portfolio in a high-dimensional setting"

3 / 3 papers shown

Title
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 29 36 0 13 Aug 2017
Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility D. Bauder Taras Bodnar Nestor Parolya W. Schmid 19 8 0 18 May 2017
Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnar Yarema Okhrin Nestor Parolya 41 45 0 07 Nov 2016