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subject:"Nonparametric statistics"
type:"article"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Estimation theory
75
Schätztheorie
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Estimation
28
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27
Portfolio selection
18
Portfolio-Management
18
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14
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Aslanidis, Nektarios
1
Cai, Zongwu
1
Casas, Isabel
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
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Li, Yong
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Post, Thierry
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Siburg, Karl Friedrich
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Journal of banking & finance
Journal of econometrics
313
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Econometric theory
102
Econometric reviews
81
Economics letters
81
Journal of the American Statistical Association : JASA
76
The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Quantitative economics : QE ; journal of the Econometric Society
35
European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrics : open access journal
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Journal of applied econometrics
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Energy economics
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Insurance / Mathematics & economics
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Journal of productivity analysis
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Applied economics letters
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International journal of forecasting
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Journal of risk and financial management : JRFM
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Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of econometric methods
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Operations research
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Annals of economics and statistics
8
Nonparametric econometric methods
8
The review of economic studies
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of empirical finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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The empirical economics letters : a monthly international journal of economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Risks : open access journal
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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1
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
2
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
Saved in:
3
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
4
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
5
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
6
Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
7
Nonparametric efficiency estimation in stochastic environments : noise-to-signal estimation, finite sample performance and hypothesis testing
Post, Thierry
- In:
Journal of banking & finance
31
(
2007
)
7
,
pp. 2065-2080
Persistent link: https://www.econbiz.de/10003483647
Saved in:
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