|
31 |
Minimum VaR and minimum CVaR optimal portfolios
Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
|
|
|
|
32 |
Modeling high frequency wind speed data
Beblo, Gabriela. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
|
|
|
|
33 |
Monitoring the mean of multivariate financial time series
Garthoff, Robert. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011
|
|
|
|
34 |
Limit properties of EWMA charts for stationary processes
Morais, Manuel Cabral. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2010
|
|
|
|
35 |
Online surveillance of volatility forecasting models
Golosnoy, Vasyl. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2010
|
|
|
|
36 |
CUSUM charts for monitoring the mean of a multivariate Gaussian process
Bodnar, Olha. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2009
|
|
|
|
37 |
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
|
|
|
|
38 |
On the limiting behaviour of EWMA charts with exact control limits
Morais, Manuel Cabral. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2009
|
|
|
39 |
Properties of Hierarchical Archimedean Copulas
Okhrin, Ostap. - Berlin : Humboldt-Universität zu Berlin, 2009
|
|
|
|
40 |
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema. - Frankfurt (Oder) : Univ., Dep. of Economics, 2008
|
|
Administration
