Scandinavian Working Papers in Economics

Working Papers,
Örebro University, School of Business

2018

No 2018:3: Estimation of the linear fractional stable motion
Stepan Mazur, Dmitry Otryakhin and Mark Podolskij

No 2018:2: Bayesian inference for the tangent portfolio
David Bauder, Taras Bodnar, Stepan Mazur and Yarema Okhrin

No 2018:1: Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
Taras Bodnar, Stepan Mazur, Krzysztof Podgórski and Joanna Tyrcha

2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
Download statistics for the series and S-WoPEc

Questions (including download problems) about the papers in this series should be directed to ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2018-02-23 15:39:50.