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Peter Winker
Information about the author Peter Winker will soon be added to the site.
Found
3 papers
in total
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Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
2016
We study the performance of recently developed linear regression models for interval...
Robust portfolio optimization with a hybrid heuristic algorithm
2012
Estimation errors in both the expected returns and the covariance matrix hamper the...
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi‐factor model
2011
For estimating the parameters of models for financial market data, the use of robust...
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