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subject:"Statistische Methodenlehre"
type_genre:"Thesis"
~isPartOf:"Quantitative finance"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Portfolio-Management
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Portfolio selection
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Capital income
4
Derivat
4
Derivative
4
Kapitaleinkommen
4
Modellierung
4
Scientific modelling
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Correlation
3
Estimation error
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
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Article
8
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Thesis
Article in journal
Bibliography included
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8
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English
8
Author
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Broby, Daniel
1
Caccioli, Fabio
1
Chung, Munki
1
Fabozzi, Frank J.
1
Glasserman, Paul
1
Han, Yongli
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Ma, Guiyuan
1
Mathew, Thomas
1
Neuberg, Richard
1
Papp, Gábor
1
Paulsen, Dirk
1
Smyth, William
1
Söhl, Jakob
1
Yu, Philip L. H.
1
Zhu, Song-Ping
1
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Quantitative finance
Journal of econometrics
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Econometric reviews
29
Economics letters
27
Econometric theory
22
Journal of banking & finance
18
European journal of operational research : EJOR
16
Finance research letters
16
Journal of risk
13
International economic review
11
Journal of empirical finance
11
Europäische Hochschulschriften / 5
10
Insurance / Mathematics & economics
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Oxford bulletin of economics and statistics
10
Computational economics
9
American journal of agricultural economics
8
Journal of financial econometrics
8
Annales d'économie et de statistique
7
Financial markets and portfolio management
7
International journal of theoretical and applied finance
7
Risks : open access journal
7
Jahrbücher für Nationalökonomie und Statistik
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The European journal of finance
6
The review of economics and statistics
6
Computational Management Science : CMS
5
Econometrics : open access journal
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Operations research
5
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
5
The econometrics journal
5
The review of economic studies
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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ECONIS (ZBW)
8
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1
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
2
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
3
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
4
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
5
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
6
Shrinkage estimation of Kelly portfolios
Han, Yongli
;
Yu, Philip L. H.
;
Mathew, Thomas
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012194653
Saved in:
7
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1135-1149
Persistent link: https://www.econbiz.de/10012194749
Saved in:
8
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
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