Concepedia

Wolfgang Schmid

WS

84

Publications

2.6K

Citations

27

H-Index

1939

Active since

Affiliations

European University Viadrina(Current)

University of Graz

Stockholm University

Centre National de la Recherche Scientifique

Humboldt-Universität zu Berlin

Wolfgang Schmid is an author at European University Viadrina specializing in statistics, engineering, and business.

Top concepts

StatisticsEngineeringBusinessFinanceAsset PricingManagementPortfolio OptimizationEconometricsProcess ControlPortfolio Management

Publications per year

1939–2022

84

Publications

84

Distributional properties of portfolio weights

Yarema Okhrin, Wolfgang Schmid · Journal of Econometrics · 2005 · 221 citations · Full text

Spectral Theory, Portfolio Optimization, Engineering +6

On the structure and estimation of hierarchical Archimedean copulas

Ostap Okhrin, Yarema Okhrin, Wolfgang Schmid · Journal of Econometrics · 2012 · 169 citations · Full text

Density Estimation, Hierarchical Archimedean Copulas, Statistical Inference +3

On the run length of a Shewhart chart for correlated data

Wolfgang Schmid · Statistical Papers · 1995 · 102 citations

Engineering, Graph Theory, Data Science +3

Econometrical analysis of the sample efficient frontier

Taras Bodnar, Wolfgang Schmid · European Journal of Finance · 2008 · 86 citations

Asset Allocation, Portfolio Management, Portfolio Choice +18

Some properties of the EWMA control chart in the presence of autocorrelation

Wolfgang Schmid, Alexander Schöne · The Annals of Statistics · 1997 · 69 citations · Full text

Engineering, Ewma Control Chart, Stochastic Processes +11

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