List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix | 2008-09-09 | Paper |
| Mean-variance portfolios using Bayesian vector-autoregressive forcasts Statistical Papers | 2007-10-23 | Paper |
Research outcomes over time
This page was built for person: Katja Specht
