id	sid	eid	entity	type
dem-1063	1	1	microsoft	ORG
dem-1063	1	2	11	CARDINAL
dem-1063	1	3	nicolaus copernicus university	ORG
dem-1063	1	4	2011	DATE
dem-1063	1	5	nicolaus copernicus university	ORG
dem-1063	1	6	seventy	CARDINAL
dem-1063	1	7	the warsaw stock exchange	ORG
dem-1063	2	1	eight	CARDINAL
dem-1063	2	2	six	CARDINAL
dem-1063	4	1	two	CARDINAL
dem-1063	4	2	dcc	ORG
dem-1063	4	3	ccc	ORG
dem-1063	5	1	k e y w o r	PERSON
dem-1063	7	1	markowitz (1952, 1959)	ORG
dem-1063	7	2	1989	DATE
dem-1063	7	3	1991	DATE
dem-1063	7	4	chopra	ORG
dem-1063	7	5	1993	DATE
dem-1063	8	1	jobson	PERSON
dem-1063	8	2	korkie	GPE
dem-1063	8	3	1980	DATE
dem-1063	9	1	1980	DATE
dem-1063	9	2	nelson	PERSON
dem-1063	9	3	1992	DATE
dem-1063	9	4	winkelmann	GPE
dem-1063	9	5	1998	DATE
dem-1063	9	6	chan	ORG
dem-1063	9	7	karceski	GPE
dem-1063	9	8	lakonishok	ORG
dem-1063	9	9	1999	DATE
dem-1063	10	1	88	CARDINAL
dem-1063	10	2	1991	DATE
dem-1063	10	3	sheedy	PERSON
dem-1063	10	4	trevor	PERSON
dem-1063	10	5	1999	DATE
dem-1063	10	6	johannes,	ORG
dem-1063	10	7	polson	GPE
dem-1063	10	8	2002	DATE
dem-1063	10	9	flavin	ORG
dem-1063	10	10	wickens	GPE
dem-1063	10	11	2006	DATE
dem-1063	19	1	engle	PERSON
dem-1063	19	2	sheppard	PERSON
dem-1063	19	3	2001	DATE
dem-1063	19	4	engle	PERSON
dem-1063	19	5	colacito	PERSON
dem-1063	19	6	2006	DATE
dem-1063	19	7	pajor	PERSON
dem-1063	19	8	2010	DATE
dem-1063	22	1	2004, 2007	DATE
dem-1063	24	1	section 1	LAW
dem-1063	25	1	section 2	LAW
dem-1063	26	1	section 3	LAW
dem-1063	26	2	seventy	CARDINAL
dem-1063	26	3	the warsaw stock exchange	ORG
dem-1063	26	4	section 4	LAW
dem-1063	27	1	1	CARDINAL
dem-1063	28	1	one	CARDINAL
dem-1063	29	1	89	CARDINAL
dem-1063	30	1	1	CARDINAL
dem-1063	30	2	estimated1	PERSON
dem-1063	33	1	' 21	DATE
dem-1063	34	1	ptt	PERSON
dem-1063	37	1	1	CARDINAL
dem-1063	37	2	1'	CARDINAL
dem-1063	37	3	lw ptt	PERSON
dem-1063	37	4	2	CARDINAL
dem-1063	37	5	1n	CARDINAL
dem-1063	38	1	0	CARDINAL
dem-1063	38	2	2,1 ni	MONEY
dem-1063	38	3	3	CARDINAL
dem-1063	39	1	1 1 lhw	QUANTITY
dem-1063	39	2	ptt ptt ptt	PERSON
dem-1063	39	3	4	CARDINAL
dem-1063	39	4		PERSON
dem-1063	39	5	pttpttc 	PERSON
dem-1063	40	1	pttptt cv  	ORG
dem-1063	44	1	1	CARDINAL
dem-1063	45	1	zero	CARDINAL
dem-1063	46	1	90 2	CARDINAL
dem-1063	47	1	eight	CARDINAL
dem-1063	47	2	ccc	ORG
dem-1063	47	3	dcc	ORG
dem-1063	47	4	dcc	ORG
dem-1063	47	5	deco-dcc	ORG
dem-1063	48	1	six	CARDINAL
dem-1063	48	2	matrix2	ORG
dem-1063	48	3	25-day	DATE
dem-1063	48	4	0.94	CARDINAL
dem-1063	48	5	riskmetrics4	PERSON
dem-1063	50	1	2006	DATE
dem-1063	50	2	2009	DATE
dem-1063	51	1	zero	CARDINAL
dem-1063	51	2	5	CARDINAL
dem-1063	51	3	1t	LOC
dem-1063	52	1	model5	PERSON
dem-1063	52	2	engle	PERSON
dem-1063	52	3	1983	DATE
dem-1063	55	1	engle	PERSON
dem-1063	55	2	1990	DATE
dem-1063	55	3	model6	PERSON
dem-1063	55	4	kroner, 1995):	ORG
dem-1063	55	5	1 1	CARDINAL
dem-1063	55	6		ORG
dem-1063	57	1	6	CARDINAL
dem-1063	58	1	2	CARDINAL
dem-1063	58	2	3	CARDINAL
dem-1063	60	1	4	CARDINAL
dem-1063	61	1	j. p. morgan	PERSON
dem-1063	62	1	0.94	CARDINAL
dem-1063	62	2	daily	DATE
dem-1063	63	1	5	CARDINAL
dem-1063	64	1	6	CARDINAL
dem-1063	64	2	first	ORDINAL
dem-1063	65	1	91	CARDINAL
dem-1063	67	1	1996	DATE
dem-1063	68	1	1	CARDINAL
dem-1063	68	2	1	CARDINAL
dem-1063	68	3	11	CARDINAL
dem-1063	68	4	7	CARDINAL
dem-1063	68	5	t t ttt 1 '1	GPE
dem-1063	69	1	two	CARDINAL
dem-1063	69	2	5	CARDINAL
dem-1063	69	3	0'cc	PRODUCT
dem-1063	72	1	1 1 1	DATE
dem-1063	73	1	model7	GPE
dem-1063	74	1	1	DATE
dem-1063	74	2	only one	CARDINAL
dem-1063	75	1	1990	DATE
dem-1063	75	2	ttt dγdh	PERSON
dem-1063	76	1	2/12/1 2	MONEY
dem-1063	77	1	alexander	PERSON
dem-1063	77	2	1996	DATE
dem-1063	77	3	2/1	CARDINAL
dem-1063	77	4	9	CARDINAL
dem-1063	77	5	2/12/1	CARDINAL
dem-1063	77	6	10	CARDINAL
dem-1063	77	7	21	CARDINAL
dem-1063	77	8	2/12/1 2 1/2	CARDINAL
dem-1063	77	9	0	CARDINAL
dem-1063	77	10	21	CARDINAL
dem-1063	77	11	mn	GPE
dem-1063	78	1	21	CARDINAL
dem-1063	78	2	0)(1	CARDINAL
dem-1063	78	3	7	CARDINAL
dem-1063	79	1	92	CARDINAL
dem-1063	79	2	222	CARDINAL
dem-1063	79	3	21	CARDINAL
dem-1063	79	4	mttt fff q	PERSON
dem-1063	79	5	2	CARDINAL
dem-1063	79	6	mtmt	PERSON
dem-1063	79	7	λqλv	ORG
dem-1063	80	1	dcc	ORG
dem-1063	80	2	2002	DATE
dem-1063	80	3	tttt drdh	PERSON
dem-1063	80	4	11	CARDINAL
dem-1063	80	5	1	CARDINAL
dem-1063	80	6	1	CARDINAL
dem-1063	80	7	12	CARDINAL
dem-1063	80	8	1	CARDINAL
dem-1063	80	9	111	CARDINAL
dem-1063	84	1	j jit qzzsq	PERSON
dem-1063	84	2	13	CARDINAL
dem-1063	84	3	2/12/1 2	MONEY
dem-1063	84	4	kth	PERSON
dem-1063	84	5	10 1 1 	QUANTITY
dem-1063	90	1	dcc	ORG
dem-1063	90	2	two	CARDINAL
dem-1063	91	1	one	CARDINAL
dem-1063	94	1	dcc	ORG
dem-1063	94	2	dcc	ORG
dem-1063	95	1	engle	PERSON
dem-1063	95	2	kelly	PERSON
dem-1063	95	3	2008	DATE
dem-1063	96	1	dcc	ORG
dem-1063	97	1	3	CARDINAL
dem-1063	97	2	seventy	CARDINAL
dem-1063	97	3	polish	NORP
dem-1063	98	1	november 17, 20008 to	DATE
dem-1063	98	2	2009	DATE
dem-1063	98	3	2158	CARDINAL
dem-1063	99	1	the warsaw stock exchange	ORG
dem-1063	100	1	non-trading days	DATE
dem-1063	100	2	higher than 5%	PERCENT
dem-1063	101	1	seventy	CARDINAL
dem-1063	101	2	8	CARDINAL
dem-1063	102	1	93	CARDINAL
dem-1063	103	1	january 2004 to june 2009	DATE
dem-1063	103	2	1380	CARDINAL
dem-1063	104	1	five	CARDINAL
dem-1063	104	2	1	CARDINAL
dem-1063	104	3	models9	ORG
dem-1063	104	4	november 17, 2000	DATE
dem-1063	104	5	december 30	DATE
dem-1063	104	6	2003)10	CARDINAL
dem-1063	104	7	2	CARDINAL
dem-1063	104	8	one-day	DATE
dem-1063	104	9	3	CARDINAL
dem-1063	104	10	4	CARDINAL
dem-1063	104	11	5	CARDINAL
dem-1063	104	12	one	CARDINAL
dem-1063	105	1	1380	CARDINAL
dem-1063	108	1	1	CARDINAL
dem-1063	109	1	1	CARDINAL
dem-1063	110	1	dcc	ORG
dem-1063	110	2	dcc	ORG
dem-1063	110	3	0.9326 3	DATE
dem-1063	110	4	deco-dcc	ORG
dem-1063	110	5	0.9843 4	CARDINAL
dem-1063	110	6	1.0030 5	CARDINAL
dem-1063	110	7	1.0065 6	CARDINAL
dem-1063	110	8	70	CARDINAL
dem-1063	110	9	1.0854 7	DATE
dem-1063	110	10	1.1155 8	CARDINAL
dem-1063	110	11	1.1155 8	CARDINAL
dem-1063	110	12	1.2634 10	CARDINAL
dem-1063	110	13	1.3538 11	CARDINAL
dem-1063	110	14	1.6549 12	CARDINAL
dem-1063	110	15	2.9846	CARDINAL
dem-1063	110	16	25-day	DATE
dem-1063	110	17	29.7629	CARDINAL
dem-1063	110	18	dcc	ORG
dem-1063	111	1	25-day	DATE
dem-1063	113	1	first	ORDINAL
dem-1063	113	2	four	CARDINAL
dem-1063	113	3	1	CARDINAL
dem-1063	113	4	two	CARDINAL
dem-1063	113	5	first	ORDINAL
dem-1063	114	1	9	CARDINAL
dem-1063	115	1	10	CARDINAL
dem-1063	116	1	daily	DATE
dem-1063	117	1	94	CARDINAL
dem-1063	117	2	returns11	ORG
dem-1063	118	1	one	CARDINAL
dem-1063	119	1	first	ORDINAL
dem-1063	121	1	25	CARDINAL
dem-1063	122	1	daily	DATE
dem-1063	122	2	0.94	CARDINAL
dem-1063	122	3	polish	NORP
dem-1063	125	1	series12	ORG
dem-1063	128	1	first	ORDINAL
dem-1063	128	2	dcc	ORG
dem-1063	128	3	about 3	CARDINAL
dem-1063	129	1	2	CARDINAL
dem-1063	130	1	1	CARDINAL
dem-1063	132	1	2009	DATE
dem-1063	135	1	11	CARDINAL
dem-1063	135	2	one	CARDINAL
dem-1063	136	1	12	CARDINAL
dem-1063	137	1	95	CARDINAL
dem-1063	137	2	2	CARDINAL
dem-1063	137	3	dcc -679060.02 1	ORG
dem-1063	137	4	dcc	ORG
dem-1063	137	5	2	CARDINAL
dem-1063	137	6	deco-dcc	ORG
dem-1063	137	7	4	CARDINAL
dem-1063	137	8	5	CARDINAL
dem-1063	137	9	6	CARDINAL
dem-1063	137	10	twenty	CARDINAL
dem-1063	137	11	2007	DATE
dem-1063	138	1	one	CARDINAL
dem-1063	140	1	seventy	CARDINAL
dem-1063	141	1	seventy	CARDINAL
dem-1063	142	1	twenty	CARDINAL
dem-1063	145	1	seventy	CARDINAL
dem-1063	145	2	the warsaw stock exchange	ORG
dem-1063	146	1	eight	CARDINAL
dem-1063	146	2	six	CARDINAL
dem-1063	149	1	two	CARDINAL
dem-1063	149	2	dcc	ORG
dem-1063	149	3	ccc models	ORG
dem-1063	150	1	96	CARDINAL
dem-1063	150	2	a. (1996	ORG
dem-1063	150	3	university of sussex	ORG
dem-1063	151	1	engle	PERSON
dem-1063	151	2	r. f.	PERSON
dem-1063	151	3	d. f.	PERSON
dem-1063	151	4	kroner	ORG
dem-1063	151	5	k. f. (	PERSON
dem-1063	151	6	1990	DATE
dem-1063	151	7	department of economics	ORG
dem-1063	151	8	university of california at san diego	ORG
dem-1063	152	1	s.	PERSON
dem-1063	152	2	j.	PERSON
dem-1063	152	3	k. (	PERSON
dem-1063	152	4	2006	DATE
dem-1063	152	5	21	CARDINAL
dem-1063	152	6	1	DATE
dem-1063	152	7	79–110	GPE
dem-1063	152	8	m. j., grauer	PERSON
dem-1063	152	9	r. r.	PERSON
dem-1063	152	10	1991	DATE
dem-1063	152	11	4	CARDINAL
dem-1063	152	12	315–342	CARDINAL
dem-1063	152	13	1990	DATE
dem-1063	152	14	72	DATE
dem-1063	152	15	498–505	CARDINAL
dem-1063	153	1	chan	ORG
dem-1063	153	2	l. k. c.	PERSON
dem-1063	153	3	karceski	GPE
dem-1063	153	4	j., lakonishok	ORG
dem-1063	153	5	j. (1999)	ORG
dem-1063	153	6	12	CARDINAL
dem-1063	153	7	937–974	CARDINAL
dem-1063	154	1	chopra	ORG
dem-1063	154	2	v. k.	PERSON
dem-1063	154	3	ziemba	ORG
dem-1063	154	4	w. t.	PERSON
dem-1063	154	5	1993	DATE
dem-1063	154	6	19	CARDINAL
dem-1063	154	7	6–11	CARDINAL
dem-1063	155	1	engle	PERSON
dem-1063	155	2	r. f.	PERSON
dem-1063	155	3	2002	DATE
dem-1063	155	4	20	CARDINAL
dem-1063	155	5	339–350	CARDINAL
dem-1063	156	1	engle	PERSON
dem-1063	156	2	r. f.	PERSON
dem-1063	156	3	colacito	PERSON
dem-1063	156	4	2006	DATE
dem-1063	156	5	24	CARDINAL
dem-1063	156	6	2	DATE
dem-1063	156	7	238–253	CARDINAL
dem-1063	157	1	engle	ORG
dem-1063	157	2	r. f., kelly	PERSON
dem-1063	157	3	2008	DATE
dem-1063	157	4	new york	GPE
dem-1063	158	1	engle	PERSON
dem-1063	158	2	r. f.	PERSON
dem-1063	158	3	kroner	ORG
dem-1063	158	4	k. f. (	PERSON
dem-1063	158	5	1995	DATE
dem-1063	158	6	11	CARDINAL
dem-1063	158	7	122–150	CARDINAL
dem-1063	159	1	engle	PERSON
dem-1063	159	2	r. f.	PERSON
dem-1063	159	3	j. (1996	ORG
dem-1063	159	4	9	DATE
dem-1063	159	5	8	CARDINAL
dem-1063	160	1	engle	PERSON
dem-1063	160	2	r. f.	PERSON
dem-1063	160	3	sheppard	ORG
dem-1063	160	4	2001	DATE
dem-1063	160	5	nber working paper no	ORG
dem-1063	161	1	2004	DATE
dem-1063	161	2	alokacja aktywów	ORG
dem-1063	161	3	rynki finansowe	PERSON
dem-1063	161	4	prognozy	PERSON
dem-1063	161	5	folia oeconomica	ORG
dem-1063	161	6	177	CARDINAL
dem-1063	161	7	łódź	PERSON
dem-1063	162	1	2007	DATE
dem-1063	162	2	konstrukcja portfeli	PERSON
dem-1063	162	3	garch	ORG
dem-1063	162	4	48	DATE
dem-1063	162	5	47–68	CARDINAL
dem-1063	163	1	2009	DATE
dem-1063	163	2	finansowych	ORG
dem-1063	164	1	flavin	ORG
dem-1063	164	2	t. j.	PERSON
dem-1063	164	3	wickens	GPE
dem-1063	164	4	m. r.	PERSON
dem-1063	164	5	2006	DATE
dem-1063	164	6	scottish	NORP
dem-1063	164	7	53	CARDINAL
dem-1063	164	8	5	DATE
dem-1063	164	9	543–564	CARDINAL
dem-1063	165	1	jobson	ORG
dem-1063	165	2	j. d.	PERSON
dem-1063	165	3	korkie	GPE
dem-1063	165	4	b.	PERSON
dem-1063	165	5	1980	DATE
dem-1063	165	6	american statistical association	ORG
dem-1063	165	7	75	CARDINAL
dem-1063	165	8	544–554	CARDINAL
dem-1063	166	1	johannes	ORG
dem-1063	166	2	m., polson, n., stroud	PERSON
dem-1063	166	3	2002	DATE
dem-1063	166	4	columbia university	ORG
dem-1063	167	1	1991	DATE
dem-1063	167	2	15	CARDINAL
dem-1063	168	1	kraft	ORG
dem-1063	168	2	d. f.	PERSON
dem-1063	168	3	engle	PERSON
dem-1063	168	4	r. f. (	PERSON
dem-1063	168	5	1983	DATE
dem-1063	168	6	department of economics	ORG
dem-1063	168	7	ucsd	ORG
dem-1063	169	1	litterman	NORP
dem-1063	169	2	r.	NORP
dem-1063	169	3	winkelmann	GPE
dem-1063	169	4	k.	PERSON
dem-1063	169	5	1998	DATE
dem-1063	169	6	goldman sachs	ORG
dem-1063	170	1	markowitz, h. m. (1952)	ORG
dem-1063	170	2	7	CARDINAL
dem-1063	171	1	markowitz, h. m. (1959)	ORG
dem-1063	171	2	yale university press	ORG
dem-1063	171	3	new haven	GPE
dem-1063	171	4	r. c.	PERSON
dem-1063	171	5	1980	DATE
dem-1063	171	6	journal of financial economics	ORG
dem-1063	171	7	8	CARDINAL
dem-1063	171	8	323–361	CARDINAL
dem-1063	172	1	97	CARDINAL
dem-1063	172	2	r. o.	PERSON
dem-1063	172	3	1989	DATE
dem-1063	172	4	the markowitz optimization	ORG
dem-1063	172	5	45	CARDINAL
dem-1063	172	6	31–42	DATE
dem-1063	173	1	nelson	PERSON
dem-1063	173	2	d. b.	PERSON
dem-1063	173	3	1992	DATE
dem-1063	173	4	econometrics	ORG
dem-1063	173	5	52	DATE
dem-1063	173	6	61–90	CARDINAL
dem-1063	174	1	osiewalski	PERSON
dem-1063	174	2	j.	PERSON
dem-1063	174	3	pajor	PERSON
dem-1063	174	4	a.	PERSON
dem-1063	174	5	2010	DATE
dem-1063	174	6	2010	DATE
dem-1063	174	7	warsaw	GPE
dem-1063	175	1	sheedy	PERSON
dem-1063	175	2	e., trevor	PERSON
dem-1063	175	3	r.	NORP
dem-1063	175	4	j. (1999	ORG
dem-1063	175	5	22	CARDINAL
dem-1063	175	6	3	DATE
dem-1063	175	7	301–315	CARDINAL
dem-1063	176	1	a.	GPE
dem-1063	176	2	teräsvirta	GPE
dem-1063	176	3	t.	GPE
dem-1063	176	4	2009	DATE
dem-1063	176	5	andersen t. g.	PERSON
dem-1063	176	6	davis r. a.	PERSON
dem-1063	176	7	kreiss j. p.	PERSON
dem-1063	176	8	201–229	CARDINAL
dem-1063	176	9	new york	GPE
dem-1063	177	1	konstrukcja portfeli	PERSON
dem-1063	177	2	minimalnej wariancji dla dużej	PERSON
dem-1063	177	3	zmiennych w	PRODUCT
dem-1063	177	4	macierzy kowariancji	PERSON
dem-1063	178	1	ś	ORG
dem-1063	178	2	i. w pracy dokonano	ORG
dem-1063	178	3	efektywności różnych metod	PERSON
dem-1063	178	4	minimalnej wariancji	PERSON
dem-1063	179	1	zostało	GPE
dem-1063	179	2	70	CARDINAL
dem-1063	179	3	notowanych na gpw w	PERSON
dem-1063	180	1	zintegrowany	GPE
dem-1063	180	2	ccc	GPE
dem-1063	180	3	70	CARDINAL
dem-1063	180	4	dcc	ORG
dem-1063	180	5	dcc	ORG
dem-1063	180	6	deco-dcc	ORG
dem-1063	180	7	warunkowym rozkładem	ORG
dem-1063	180	8	t studenta oraz	ORG
dem-1063	180	9	innych metod	PERSON
dem-1063	180	10	równe	GPE
dem-1063	180	11	dla wszystkich aktywów	PERSON
dem-1063	180	12	bezwarunkowa macierz kowariancji stóp zwrotu	ORG
dem-1063	180	13	ze stałą wygładzania równą	ORG
dem-1063	180	14	25	CARDINAL
dem-1063	180	15	wykładniczego	ORG
dem-1063	180	16	dla macierzy kowariancji	PERSON
dem-1063	180	17	oraz metoda	PERSON
dem-1063	180	18	wykładniczego	ORG
dem-1063	180	19	dla macierzy kowariancji	PERSON
dem-1063	182	1	ł	ORG
dem-1063	182	2	k l u	ORG
dem-1063	183	1	o	DATE
dem-1063	183	2	modele garch	PERSON
dem-1063	183	3	w	PRODUCT
dem-1063	183	4	konstrukcja portfela	PERSON