ausgewählte Publikationen
- Statistical Inference of the Efficient Frontier for Dependent Asset Returns,to appear in Statistical Papers, 2008 (with T. Bodnar and W. Schmid).
- On the Existence of Unbiased Estimators for the Portfolio Weights Obtained by Maximizing the Sharpe Ratio, ASTA - Advances in Statistical Analysis, 92, 29 - 34, 2008 (with W. Schmid).
- Sample Efficient Frontier in Multivariate Conditionally Heteroscedastic Elliptical Models, under revision in Statistics, 2008 (with T. Bodnar).
- Distributions of the Weights of Sample Optimal Portfolios in Multivariate Conditionally Heteroscedastic Elliptical Models, Journal of Money, Investment and Banking, 1, 5 - 23, 2008 (with T. Bodnar).