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type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Portfolio selection
Stochastic process
Theorie
836
Theory
836
Time series analysis
231
Zeitreihenanalyse
231
Estimation theory
195
Schätztheorie
195
USA
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Article in journal
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74
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Engle, Robert F.
3
Chan, Joshua
2
Clark, Todd E.
2
Lucas, André
2
Manganelli, Simone
2
Marcellino, Massimiliano
2
Tauchen, George Eugene
2
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2
Todorov, Viktor
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
657
Insurance / Mathematics & economics
378
Finance and stochastics
254
Journal of banking & finance
253
International journal of theoretical and applied finance
232
Journal of economic dynamics & control
224
Mathematical finance : an international journal of mathematics, statistics and financial theory
215
Computers & operations research : and their applications to problems of world concern ; an international journal
178
Finance research letters
173
Operations research
151
Quantitative finance
147
Risks : open access journal
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Operations research letters
140
Journal of econometrics
132
Management science : journal of the Institute for Operations Research and the Management Sciences
128
International journal of production research
127
Economics letters
126
The review of financial studies
120
Economic modelling
115
Journal of economic theory
115
Journal of empirical finance
109
Journal of financial economics
108
The journal of finance : the journal of the American Finance Association
104
Mathematics of operations research
101
Computational economics
100
The journal of portfolio management : a publication of Institutional Investor
99
Mathematical methods of operations research
97
The European journal of finance
89
International journal of production economics
85
Mathematics and financial economics
83
Journal of risk and financial management : JRFM
79
Annals of finance
78
International review of economics & finance : IREF
78
Computational Management Science : CMS
74
International review of financial analysis
74
Journal of mathematical finance
74
Applied mathematical finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Applied economics
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ECONIS (ZBW)
74
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1
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
Saved in:
4
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
5
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
6
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
7
Skilled mutual fund selection : false discovery control under dependence
Wang, Lijia
;
Han, Xu
;
Tong, Xing
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 578-592
Persistent link: https://www.econbiz.de/10014448373
Saved in:
8
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
9
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
10
Bagged pretested portfolio selection
Kazak, Ekaterina
;
Pohlmeier, Winfried
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1116-1131
Persistent link: https://www.econbiz.de/10014448575
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