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2017
Mark A test for the global minimum variance portfolio for small sample and singular covariance
Bodnar, Taras ; Mazur, Stepan ^LU and Podgórski, Krzysztof ^LU (2017) In AStA Advances in Statistical Analysis 101(3). p.253-265
- Contribution to journal › Article
2015
Mark A linear test for the global minimum variance portfolio for small sample and singular covariance
Bodnar, Taras ; Mazur, Stepan ^LU and Podgorski, Krzysztof ^LU (2015) In Working Papers in Statistics
- Working paper/Preprint › Working paper
2003
Mark The Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition
Asgharian, Hossein ^LU and Hansson, Björn ^LU (2003) In Journal of International Financial Markets, Institutions, and Money 13(4). p.53-325
- Contribution to journal › Article