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~isPartOf:"Journal of banking & finance"
~isPartOf:"Reihe Quantitative Ökonomie : Ökon"
~subject:"Portfolio selection"
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Portfolio selection
Analysis of variance
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Journal of banking & finance
Reihe Quantitative Ökonomie : Ökon
Journal of empirical finance
10
Journal of econometrics
9
European journal of operational research : EJOR
8
Working paper series / University of Zurich, Department of Economics
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of financial econometrics
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Finance research letters
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational Management Science : CMS
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanz- und Rechnungswesen
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International journal of financial engineering
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International journal of forecasting
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Journal of investment management : JOIM
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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The review of financial studies
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22-334
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65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings
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ECONIS (ZBW)
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
3
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
4
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
5
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
Saved in:
6
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
Saved in:
7
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
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