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  6. Devita, Febrina [Author]; Wilandari, Yuciana [Author]; Maruddani, Di Asih I [Author]

    Constant correlation model for optimal portfolio formation and expected shortfall risk measurement4Dempirical evidence from Indonesian Stock Marke

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    2023

    Published in: Financial studies ; 27(2023), 3, Seite 25-39

  7. Füss, Roland [Author]; Glück, Thorsten [Author]; Koeppel, Christian [Author]; Miebs, Felix [Author]

    An averaging framework for minimum-variance portfolios: optimal rules for combining portfolio weights

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    Geneva: Swiss Finance Institute, [2024]

    Published in: Swiss Finance Institute: Research paper series ; 2024,10

  10. Devarajan, Shantayanan [Author]; Dissou, Yazid [Author]; Go, Delfin S. [Author]; Robinson, Sherman [Author]

    Budget Rules and Resource Booms : A Dynamic Stochastic General Equilibrium Analysis

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    World Bank Group, Washington, DC, 2014

    Published in: Policy Research Working Paper ; No. 6984

  14. Bodnar, Taras [Author]; Dette, Holger [Author]; Parolya, Nestor [Author]; Thorsén, Erik [Author] ; Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes

    Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions

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    [Dortmund]: SFB 823, 2019

    Published in: Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes: Discussion papers ; 2019,17