1. How risky is the optimal portfolio which maximizes the Sharpe ratio?

   • Taras Bodnar
   • Taras Zabolotskyy

   Original Paper 21 May 2016 Pages: 1 - 28

   

2. Nonlinear surface regression with dimension reduction method

   • Takuma Yoshida

   Original Paper 03 June 2016 Pages: 29 - 50

   

3. Estimates for cell counts and common odds ratio in three-way contingency tables by homogeneous log-linear models with missing data

   • Haresh D. Rochani
   • Robert L. Vogel
   • Daniel F. Linder

   Original Paper 18 July 2016 Pages: 51 - 65

   

4. Control charts for multivariate spatial autoregressive models

   • Robert Garthoff
   • Philipp Otto

   Original Paper 26 July 2016 Pages: 67 - 94

   

5. Smoothed empirical likelihood for quantile regression models with response data missing at random

   • Shuanghua Luo
   • Changlin Mei
   • Cheng-yi Zhang

   Original Paper 09 August 2016 Pages: 95 - 116