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1 |
Mean-variance efficiency of optimal power and logarithmic utility portfolios Enthalten in Mathematics and financial economics 29.5.2020: 1-24
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2 |
Stochastic Inequalities for the Run Length of the EWMA Chart for Long-Memory Processes Okhrin, Yarema. - Augsburg : Universität Augsburg, 2019
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3 |
On the structure and estimation of hierarchical Archimedean copulas Okhrin, Ostap. - Augsburg : Universität Augsburg, 2013
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4 |
Properties of hierarchical Archimedean copulas Okhrin, Ostap. - Augsburg : Universität Augsburg, 2013
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5 |
Comparison of different estimation techniques for portfolio selection Okhrin, Yarema. - Augsburg : Universität Augsburg, 2007
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6 |
Multi-period power utility optimization under stock return predictability Enthalten in Computational management science Bd. 20, 9.2.2023, Nr. 1, date:12.2023: 1-27
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