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21 |
Comparison of some quadratic optimization problems in portfolio theory
Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
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22 |
CUSUM charts for portfolio surveillance
Golosnoy, Vasyl. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
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23 |
Minimum VaR and minimum CVaR optimal portfolios
Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
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24 |
Modeling high frequency wind speed data
Beblo, Gabriela. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
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25 |
Monitoring the mean of multivariate financial time series
Garthoff, Robert. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
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26 |
Limit properties of EWMA charts for stationary processes
Morais, Manuel Cabral. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2010
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27 |
Online surveillance of volatility forecasting models
Golosnoy, Vasyl. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2010
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28 |
CUSUM charts for monitoring the mean of a multivariate Gaussian process
Bodnar, Olha. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2009
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29 |
On the exact distribution of the estimated EU portfolio weights: theory and applications
Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2009
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30 |
On the limiting behaviour of EWMA charts with exact control limits
Morais, Manuel Cabral. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2009
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Administration
