The following pages link to Wolfgang Schmid (Q246238):
Displayed 50 items.
- Item:Q246238 (redirect page) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q90169) (← links)
- Statistical Inference for the Expected Utility Portfolio in High Dimensions (Q90170) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q90173) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output (Q284204) (← links)
- Item:Q246238 (redirect page) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- On control charts for monitoring the variance of a time series (Q394567) (← links)
- Item:Q246238 (redirect page) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Item:Q246238 (redirect page) (← links)
- CUSUM charts for monitoring the mean of a multivariate Gaussian process (Q630935) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- An outlier test for linear processes (Q685769) (← links)
- On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229) (← links)
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- Statistical inference of the efficient frontier for dependent asset returns (Q840988) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- On the run length of the EWMA scheme: A monotonicity result for normal variables (Q1297585) (← links)
- Item:Q246238 (redirect page) (← links)
- CUSUM control schemes for Gaussian processes (Q1360292) (← links)
- Some properties of the EWMA control chart in the presence of autocorrelation (Q1364750) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series (Q1621673) (← links)
- Behavior of EWMA type control charts for small smoothing parameters (Q1663257) (← links)
- Monitoring the cross-covariances of a multivariate time series (Q1774624) (← links)
- Control charts for GARCH processes. (Q1875230) (← links)
- Sequential control of non-stationary processes by nonparametric kernel control charts (Q1879265) (← links)
- On the run length of a Shewhart chart for correlated data (Q1893386) (← links)
- An outlier test for linear processes. II: Large contamination (Q1915120) (← links)
- A comparison of several procedures for identifying outliers in contaminated ARMA processes (Q1966014) (← links)
- On the joint distribution of a quadratic and a linear form in normal variables (Q1975522) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Stochastic properties of spatial and spatiotemporal ARCH models (Q2066512) (← links)
- CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Comparison of joint control schemes for multivariate normal i.i.d. output (Q2324322) (← links)
- Correction to: ``Comparison of joint control schemes for multivariate normal i.i.d. output'' (Q2324324) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Multivariate control charts based on a projection approach (Q2474774) (← links)
- Quality surveillance with EWMA control charts based on exact control limits (Q2516629) (← links)
- On the Distributional Properties of GARCH Processes (Q2740039) (← links)
- Variance Charts for Time Series: A Comparison Study (Q2787304) (← links)
- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility (Q2806891) (← links)
- Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (Q2829464) (← links)
- On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437) (← links)