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type_genre:"Abstract"
type_genre:"Hochschulschrift"
~subject:"Portfolio-Management"
~subject:"Scientific modelling"
~type_genre:"Multi-volume publication"
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon
-
2023
Persistent link: https://www.econbiz.de/10014282051
Saved in:
2
Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
De Nard, Gianluca
-
2021
Persistent link: https://www.econbiz.de/10012806177
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3
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012488824
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4
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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5
Conceptualising and estimating rationalised agricultural optimisation models
Zhang, Yinan
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2018
Persistent link: https://www.econbiz.de/10012166979
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6
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
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2018
Persistent link: https://www.econbiz.de/10011947781
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7
Robust small area estimation under spatial non-stationarity for unit-level models : theory and empirical results
Baldermann, Claudia
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2017
Persistent link: https://www.econbiz.de/10012240024
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8
Estimating deterministics in univariate time series
Walsh, Christopher
-
2014
Persistent link: https://www.econbiz.de/10010402846
Saved in:
9
Parameter estimation risk in portfolio optimisation - an application to Smart Beta investment strategies
Himbert, Benedikt W.
-
2018
Persistent link: https://www.econbiz.de/10012018992
Saved in:
10
Essays in quantitative portfolio optimization
Crößmann, Roman
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2018
Persistent link: https://www.econbiz.de/10012030578
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