Solomiia Dmytriv

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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!

PublicationDate of PublicationType
HDShOP
 
2022-11-08Software
Statistical Inference for the Expected Utility Portfolio in High Dimensions
IEEE Transactions on Signal Processing
2021-01-01Paper
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
IEEE Transactions on Signal Processing
2019-09-01Paper


Research outcomes over time


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