| Publication | Date of Publication | Type |
|---|
| Statistical Inference for the Expected Utility Portfolio in High Dimensions | 2022-09-23 | Paper |
| A multivariate volatility vine copula model | 2022-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5205511 | 2019-12-12 | Paper |
| A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series | 2019-11-22 | Paper |
| Tail event driven networks of SIFIs | 2019-04-26 | Paper |
| GARCH processes and the phenomenon of misleading and unambiguous signals | 2019-02-08 | Paper |
| BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO | 2019-01-10 | Paper |
| Determination and estimation of risk aversion coefficients | 2018-11-07 | Paper |
| Using information quality for volatility model combinations | 2018-09-19 | Paper |
| Behavior of EWMA type control charts for small smoothing parameters | 2018-08-21 | Paper |
| Bayesian estimation of the global minimum variance portfolio | 2018-05-24 | Paper |
| Basic Elements of Computational Statistics | 2017-11-27 | Paper |
| On the structure and estimation of hierarchical Archimedean copulas | 2017-05-12 | Paper |
| Distributional properties of portfolio weights | 2016-05-02 | Paper |
| Distribution of the product of a singular Wishart matrix and a normal vector | 2016-02-24 | Paper |
| Quality surveillance with EWMA control charts based on exact control limits | 2015-08-03 | Paper |
| Robust surveillance of covariance matrices using a single observation | 2015-02-23 | Paper |
| Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? | 2014-01-31 | Paper |
| Dynamic structured copula models | 2014-01-22 | Paper |
| On the exact and approximate distributions of the product of a Wishart matrix with a normal vector | 2014-01-13 | Paper |
| Properties of hierarchical Archimedean copulas | 2013-04-23 | Paper |
| On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory | 2012-09-01 | Paper |
| Comparison of different estimation techniques for portfolio selection | 2011-08-25 | Paper |
| Nonparametric monitoring of equal predictive ability | 2011-06-24 | Paper |
| Surveillance of the covariance matrix based on the properties of the singular Wishart distribution | 2010-04-01 | Paper |
| Flexible shrinkage in portfolio selection | 2009-08-07 | Paper |
| Modeling Dependencies with Copulae | 2008-12-01 | Paper |
| Properties of the singular, inverse and generalized inverse partitioned Wishart distributions | 2008-11-27 | Paper |
| EWMA Charts for Multivariate Output: Some Stochastic Ordering Results | 2008-10-28 | Paper |
| ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS | 2008-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3512772 | 2008-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3512773 | 2008-07-21 | Paper |
| On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in σ | 2008-01-18 | Paper |
| Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich | 2007-03-21 | Paper |
| Tail behaviour of a general family of control charts | 2004-03-08 | Paper |
