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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Advanced bond portfolio management : best practices in modeling and strategies"
~subject:"Portfolio-Management"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
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Time series analysis
Portfolio-Management
Theorie
11
Theory
11
Portfolio selection
7
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6
Bond
6
Risikomanagement
6
Risk management
6
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3
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Aufsatz im Buch
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Crabbe, Leland E.
1
Dynkin, Lev
1
Fabozzi, Frank J.
1
Golub, Bennet W.
1
Hyman, Jay
1
Jamshidian, Farshid
1
Jones, Frank Joseph
1
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Advanced bond portfolio management : best practices in modeling and strategies
Investment management and financial management
13
Applied quantitative finance
12
Valuation, financial modeling, and quantitative tools
12
Handbook of financial time series
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Long memory in economics : with 50 tables
10
Optimizing optimization : the next generation of optimization applications and theory
10
Analyse saisonaler Zeitreihen
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
The handbook of fixed income securities
9
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
8
Quantitative fund management
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
7
Journal of econometrics
7
Multi-moment asset allocation and pricing models
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Risk management decisions and value under uncertainty
7
Risk management for central bank foreign reserves
7
Advances in risk management
6
Advances of OR in commodities and financial modeling
6
Decision making and risk/return optimization in financial economics
6
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Handbook of heavy tailed distributions in finance
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
6
Managerial multiple objective optimization
6
Modelling techniques for financial markets and bank management
6
Multiple criteria decision making in finance, insurance and investment
6
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Progress in financial markets research
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
6
Advanced mathematical methods for finance
5
Application of operations research to financial markets
5
Bootstrap inference in time series econometrics
5
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ECONIS (ZBW)
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1
Overview of fixed income portfolio management
Jones, Frank Joseph
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 3-19)
.
2006
Persistent link: https://www.econbiz.de/10003280059
Saved in:
2
Liquidity, trading, and trading costs
Crabbe, Leland E.
;
Fabozzi, Frank J.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 21-42)
.
2006
Persistent link: https://www.econbiz.de/10003280064
Saved in:
3
Understanding the building blocks for OAS models
Obazee, Philip O.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 131-161)
.
2006
Persistent link: https://www.econbiz.de/10003280198
Saved in:
4
Multifactor risk models and their applications
Dynkin, Lev
;
Hyman, Jay
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 195-246)
.
2006
Persistent link: https://www.econbiz.de/10003280210
Saved in:
5
Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.
;
Tilman, Leo M.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 249-266)
.
2006
Persistent link: https://www.econbiz.de/10003280215
Saved in:
6
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
7
Scenario simulation model for fixed income portfolio risk management
Jamshidian, Farshid
;
Zhu, Yu
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 291-310)
.
2006
Persistent link: https://www.econbiz.de/10003280872
Saved in:
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