Peter Karlsson | lnu.se

Publications

Article in journal (Refereed)

Holgersson, T., Karlsson, P.S., Stephan, A. (2020). A risk perspective of estimating portfolio weights of the global minimum-variance portfolio. AStA Advances in Statistical Analysis. 104. 59-80.
Karlsson, P.S., Behrenz, L., Shukur, G. (2019). Performances of model selection criteria when variables are ill conditioned. Computational Economics. 54. 77-98.
Dai, D., Holgersson, T., Karlsson, P.S. (2017). Expected and unexpected values of Individual Mahalanobis Distances. Communications in Statistics - Theory and Methods. 46. 8999-9006.
Karlsson, H.K., Karlsson, P.S., Månsson, K., Sjölander, P. (2017). Wavelet quantile analysis of asymmetric pricing on the Swedish power market. Empirica. 44. 249-260.
Holgersson, T., Karlsson, P.S., Mansoor, R. (2012). Estimating mean-standard deviation ratios of financial data. Journal of Applied Statistics. 39. 657-671.
Holgersson, T., Karlsson, P.S. (2012). Three estimators of the Mahalanobis distance in high-dimensional data. Journal of Applied Statistics. 39. 2713-2720.
Karlsson, P.S. (2011). The Incompleteness Problem of the APT Model. Computational Economics. 38. 129-151.
Holgersson, T., Karlsson, P.S. (2010). Model Based vs. Model Independent Tests for Cross-correlation. Journal of Modern Applied Statistical Methods. 9. 75-89.

Conference paper (Refereed)

Ahnesjö, J., Karlsson, P.S., Bergman, P. (2019). Benefits of outdoor exercise and recovery outdoors in elderly. HEPA Europe, Odense, Denmark, August 28-30, 2019 : abstract book. 38-38.

Conference paper (Other academic)

Holgersson, T., Karlsson, P.S., Stephan, A. (2016). A risk perspective of estimating portfolio weights of the Global Minimum Variance portfolio. Presented at Statistischen Woche 2016, Augsburg, Germany, September 13-16, 2016.

Report (Other academic)

Holgersson, T., Karlsson, P.S. (2010). An Investigation and Development of Three Estimators of Inverse Covariance Matrices With Applications to the Mahalanobis Distance. 27.