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subject:"Portfolio-Management"
~isPartOf:"Journal of econometrics"
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Portfolio-Management
Econometrics
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
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166
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140
Nonparametric statistics
140
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128
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Ghysels, Eric
5
Aigner, Dennis J.
4
Hsiao, Cheng
4
Barnett, William A.
3
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Hong, Yongmiao
3
McAleer, Michael
3
Scaillet, Olivier
3
White, Halbert
3
Amemiya, Takeshi
2
Arvanitis, Stelios
2
Aït-Sahalia, Yacine
2
Cai, Zongwu
2
Diewert, Walter E.
2
Fan, Jianqing
2
Geweke, John
2
Golan, Amos
2
Granger, C. W. J.
2
Keuzenkamp, Hugo A.
2
Kuan, Chung-ming
2
Li, Qi
2
Maasoumi, Esfandiar
2
Magnus, Jan R.
2
Renault, Eric
2
Rombouts, Jeroen V. K.
2
Sentana, Enrique
2
Sickles, Robin C.
2
Veredas, David
2
Xiao, Zhijie
2
Zakoïan, Jean-Michel
2
Anderson, Heather M.
1
Anderson, Theodore W.
1
Andrews, Donald W. K.
1
Bauer, Paul William
1
Bauwens, Luc
1
Beaulieu, Marie-Claude
1
Bertail, Patrice
1
Bhargava, Alok
1
Bierens, Herman J.
1
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
268
NBER working paper series
249
Journal of banking & finance
239
NBER Working Paper
202
Working paper / National Bureau of Economic Research, Inc.
199
Journal of economic dynamics & control
175
Finance research letters
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
120
Research paper series / Swiss Finance Institute
120
The review of financial studies
99
Journal of financial economics
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
SpringerLink / Bücher
97
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
93
Discussion paper / Centre for Economic Policy Research
89
Economic modelling
88
Swiss Finance Institute Research Paper
83
Economics letters
80
The European journal of finance
76
Computational economics
75
International review of economics & finance : IREF
71
Mathematics and financial economics
71
Discussion paper / Tinbergen Institute
68
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
67
Journal of economic theory
64
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
63
Applied economics
60
Annals of finance
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ECONIS (ZBW)
113
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
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2
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
3
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
4
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
5
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
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7
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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8
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
9
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
10
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
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