The following pages link to Yarema Okhrin (Q278052):
Displaying 10 items.
- Distributional properties of portfolio weights (Q278053) (← links)
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Nonparametric monitoring of equal predictive ability (Q546102) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Behavior of EWMA type control charts for small smoothing parameters (Q1663257) (← links)
- Tail event driven networks of SIFIs (Q1739652) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
