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subject:"Portfolio selection"
subject:"Risk"
~person:"Schmid, Wolfgang"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Portfolio selection
Risk
Schätztheorie
Theorie
42
Theory
42
Time series analysis
20
Zeitreihenanalyse
20
Statistical quality control
17
Statistische Qualitätskontrolle
17
Multivariate Analyse
12
Multivariate analysis
12
Portfolio-Management
10
Analysis of variance
9
Estimation theory
9
Kontrollkarte
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Kontrollkarten
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Varianzanalyse
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Financial analysis
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Finanzanalyse
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Estimation
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Schätzung
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Stochastic process
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Volatilität
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Statistical distribution
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Statistische Verteilung
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Börsenkurs
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Capital income
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Deutschland
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Germany
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Kapitaleinkommen
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Nichtlineare Regression
3
Nonlinear regression
3
Share price
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Statistical theory
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Statistische Methodenlehre
3
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Book / Working Paper
17
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Working Paper
Arbeitspapier
17
Graue Literatur
16
Non-commercial literature
16
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11
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Language
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English
15
German
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Author
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Schmid, Wolfgang
Härdle, Wolfgang
68
Pesaran, M. Hashem
42
Gollier, Christian
36
Gouriéroux, Christian
32
Platen, Eckhard
32
Lucas, André
31
Franses, Philip Hans
29
Uppal, Raman
27
Ludwig, Alexander
25
Stahlecker, Peter
25
Swanson, Norman R.
25
Huschens, Stefan
24
Maurer, Raimond
24
Scaillet, Olivier
24
Maravall Herrero, Agustín
23
Imbens, Guido
22
Phillips, Peter C. B.
22
Broll, Udo
21
Campbell, John Y.
21
McAleer, Michael
21
Vries, Casper G. de
21
Sentana, Enrique
20
Kohn, Robert
19
Brandt, Michael W.
18
Castelnuovo, Efrem
18
Engle, Robert F.
18
Heckman, James J.
18
Kanniainen, Vesa
18
Pástor, Ľuboš
18
Allen, Franklin
17
Carletti, Elena
17
Diebold, Francis X.
17
Hens, Thorsten
17
Robert, Christian P.
17
Stambaugh, Robert F.
17
Başak, Suleyman
16
Kleibergen, Frank
16
Marcellino, Massimiliano
16
Schenk-Hoppé, Klaus Reiner
16
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Institution
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Centre for Analytical Finance <Århus>
1
Published in...
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
17
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1
On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras
;
Schmid, Wolfgang
-
2009
Persistent link: https://www.econbiz.de/10003905998
Saved in:
2
On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800392
Saved in:
3
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
4
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
5
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
6
Econometrical analysis of the sample efficient forntier
Bodnar, Taras
;
Schmid, Wolfgang
-
2006
Persistent link: https://www.econbiz.de/10003448652
Saved in:
7
Optimal investment decisions with exponential utility function
Kozhan, Roman
;
Schmid, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10002913595
Saved in:
8
A test for the weights of the global minimum variance portfolio in an elliptical model
Bodnar, Taras
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10001916052
Saved in:
9
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
10
Sequential monitoring of the parameters of a one-factor Cox-Ingersoll-Ross model
Schmid, Wolfgang
;
Tzotchev, Dobromir
-
2003
Persistent link: https://www.econbiz.de/10001774748
Saved in:
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