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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Portfolio selection
Risk
Schätztheorie
Theorie
346
Theory
346
Estimation theory
35
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31
Mathematische Optimierung
31
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22
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Daníelsson, Jón
4
Franses, Philip Hans
4
Haan, Laurens de
4
Kleibergen, Frank
4
Ridder, Geert
3
Sneek, Kees
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Vries, Casper G. de
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Bijwaard, Govert
1
Boswijk, Herman Peter
1
Caserta, Silvia
1
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1
Dijk, Ronald van
1
Drees, Holger
1
Gooijer, Jan G. de
1
Hoek, Henk
1
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1
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1
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1
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1
Kloek, Teunis
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1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper / National Bureau of Economic Research, Inc.
437
Discussion paper / Centre for Economic Policy Research
206
CESifo working papers
201
Discussion paper / Tinbergen Institute
180
Série des documents de travail / Centre de Recherche en Économie et Statistique
177
Research paper series / Swiss Finance Institute
150
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141
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135
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106
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102
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97
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97
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95
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94
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48
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42
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Dresdner Beiträge zu quantitativen Verfahren
36
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
35
Discussion paper / Department of Economics, University of Canterbury
35
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34
Discussion paper / School of Economics, The University of New South Wales
33
Research paper / University of Melbourne, Department of Economics
33
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
32
Discussion paper / Department of Economics, University of California San Diego
32
IMF working paper
31
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
31
Working papers in economics
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
3
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
4
On the identification of the censored regression model with a stochastic and unobserved treshold
Ridder, Geert
;
Montfort, Kees van
-
1998
Persistent link: https://www.econbiz.de/10000984806
Saved in:
5
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
6
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
7
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
-
1998
Persistent link: https://www.econbiz.de/10000994243
Saved in:
8
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
Saved in:
9
A theory of risk pooling and voluntary liquidation of firms : with an application to township-village enterprises in China
Zou, Liang
;
Sun, Laixiang
-
1998
Persistent link: https://www.econbiz.de/10000997543
Saved in:
10
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
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