Holgersson, Thomas
58  Ergebnisse:
Personensuche X
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2

Risk and Bias in Portfolio Optimization:

, In: Recent Developments in Multivariate and Random Matrix Analysis,
Holgersson, Thomas ; Singull, Martin - p. 163-173 , 2020
 
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3

A Collection of Moments of the Wishart Distribution:

, In: Recent Developments in Multivariate and Random Matrix Analysis,
 
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4

Mixtures of traces of Wishart and inverse Wishart matrices:

Pielaszkiewicz, Jolanta ; Holgersson, Thomas
Communications in Statistics - Theory and Methods.  50 (2019)  21 - p. 5084-5100 , 2019
 
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6

Towards a multivariate innovation index:

Holgersson, Thomas ; Kekezi, Orsa
Economics of Innovation and New Technology.  27 (2017)  3 - p. 254-272 , 2017
 
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9

A simple multivariate test for asymmetry:

Bjellerup, Mårten ; Holgersson, Thomas
Applied Economics.  41 (2009)  11 - p. 1405-1416 , 2009
 
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10

A simple multivariate test for asymmetry:

Bjellerup, Mårten ; Holgersson, Thomas
Applied Economics.  41 (2009)  11 - p. 1405-1416 , 2009
 
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14

A risk perspective of estimating portfolio weights of the g..:

Holgersson, Thomas ; Karlsson, Peter S ; Stephan, Andreas
AStA Advances in Statistical Analysis, 1863-8171, 2020, 104, s. 59-80.  , 2020
 
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15

Mixtures of traces of Wishart and inverse Wishart matrices:

Pielaszkiewicz, Jolanta ; Holgersson, Thomas
Communications in Statistics - Theory and Methods, 0361-0926, 2019.  , 2019
 
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