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21 - 30 von 88

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