Surveillance of the Minimum Variance Portfolio Composition

Research output: Contribution to journal › Conference article › Contributed › peer-review

Contributors

  • Vasyl Golosnoy - , Kiel University (Author)
  • Iryna Okhrin - , Europe University Viadrina (Author)
  • Wolfgang Schmid - , Europe University Viadrina (Author)

Details

Original languageEnglish
Pages (from-to)2029-2032
JournalBulletin of the International Statistical Institute
Publication statusPublished - 2007
Peer-reviewedYes
Externally publishedYes

External IDs

ORCID /0000-0002-9732-9405/work/173987789

Keywords