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subject:"Portfolio selection"
institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"The Wharton Financial Institutions Center"
~subject:"Volatilität"
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Portfolio selection
Volatilität
Theorie
55
Theory
55
USA
9
United States
9
Capital income
7
Kapitaleinkommen
7
Estimation
5
Portfolio-Management
5
Schätzung
5
Volatility
5
Credit risk
4
Forecasting model
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Prognoseverfahren
4
Agency theory
3
Asset-liability management
3
Bankenkrise
3
Banking crisis
3
Bilanzstrukturmanagement
3
Bubbles
3
Börsenkurs
3
Insolvency
3
Insolvenz
3
Insurance
3
Mathematical programming
3
Mathematische Optimierung
3
Prinzipal-Agent-Theorie
3
Securities trading
3
Share price
3
Spekulationsblase
3
Versicherung
3
Wertpapierhandel
3
Algorithm
2
Algorithmus
2
Asymmetric information
2
Asymmetrische Information
2
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Book / Working Paper
10
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Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
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English
10
Author
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Diebold, Francis X.
3
Zenios, Stauros Andrea
3
Andersen, Torben
2
Bollerslev, Tim
2
Castle, Jennifer
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Anderson, Torben G.
1
Bertocchi, Marida
1
Chen, Chi-chung
1
Christoffersen, Peter F.
1
Giacometti, Rosella
1
Jobst, Norbert
1
Jobst, Norbert J.
1
Lan Fen Chu
1
McAleer, Michael
1
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Institution
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University of Canterbury / Dept. of Economics and Finance
The Wharton Financial Institutions Center
National Bureau of Economic Research
409
Institute of Finance and Accounting <London>
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Rodney L. White Center for Financial Research
13
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Center for Economic Research <Tilburg>
10
European University Institute / Department of Economics
9
Springer Fachmedien Wiesbaden
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Birkbeck College / Department of Economics
7
Centre for Analytical Finance <Århus>
7
European University Institute / Department of Law
7
International Center for Financial Asset Management and Engineering
7
Internationaler Währungsfonds / Research Department
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
World Bank
7
Goethe-Universität Frankfurt am Main
6
Svenska Handelshögskolan <Helsinki>
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Erasmus Research Institute of Management
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve System / Division of Research and Statistics
5
Judge Institute of Management Studies
5
Pensions Institute
5
Universität Mannheim
5
Bonn Graduate School of Economics
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Friedrich-Schiller-Universität Jena
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Weltwirtschaft
4
Instituto Valenciano de Investigaciones Económicas
4
Københavns Universitet / Økonomisk Institut
4
Nationalekonomiska Institutionen <Lund>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
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Working papers / Financial Institutions Center
7
Working paper
3
Source
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ECONIS (ZBW)
10
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1
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
2
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
3
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2009
Persistent link: https://www.econbiz.de/10008667753
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
6
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
7
The tail that wags the dog : integrating credit risk in asset portfolios
Jobst, Norbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657314
Saved in:
8
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
9
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
10
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
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