![Bild_Forschung](/img/Bild_Forschung_rdax_98.png)
Reh, L., Krüger, F., Liesenfeld, R. (2023): Predicting the Global Minimum Variance Portfolio. Journal of Business & Economic Statistics 41, 440-452.
Link to journal publication
![20171005_SciFore-022](/img/20171005_SciFore-022_rdax_1024x680_98s.jpg)
Fabian Krüger gave seminar talks on the paper `Prediction Intervals for Economic Fixed-Event Forecasts' at the University of Amsterdam (October 20, 2023) and the University of Freiburg (November 23, 2023).