On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio Wolfgang SchmidTaras Zabolotskyy Original Paper 06 February 2008 Pages: 29 - 34
Examining heterogeneity in implied equity risk premium using penalized splines Michael WegenerGöran Kauermann Original Paper 29 January 2008 Pages: 35 - 56
A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU Hajo HolzmannSebastian Vollmer Original Paper 07 February 2008 Pages: 57 - 69
Measuring serial dependence in categorical time series Christian H. WeißRainer Göb Original Paper 06 February 2008 Pages: 71 - 89
Bias correction for the regression-based LM fractional integration test Matei DemetrescuAdina I. Tarcolea Original Paper 08 February 2008 Pages: 91 - 99
A Markov chain Monte Carlo algorithm for multiple imputation in large surveys Daniel Schunk Original Paper 29 January 2008 Pages: 101 - 114
Forrest W. Young, Pedro M. Valero-Mora and Michael Friendly: Visual statistics: seeing data with dynamic interactive graphics Rainer Schlittgen Book Rewiew 06 February 2008 Pages: 115 - 115