//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
isPartOf:"Working paper series"
~isPartOf:"Quantitative finance"
~person:"Krauss, Christopher"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Arbitrage
2
Pairs trading
2
Portfolio selection
2
Quantitative strategies
2
Statistical arbitrage
2
Theorie
2
Theory
2
Cointegration
1
Copulas
1
Dependence structures
1
Finance
1
Financial investment
1
Kapitalanlage
1
Kointegration
1
Multivariate Verteilung
1
Multivariate distribution
1
Partial cointegration
1
Statistical method
1
Statistische Methode
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Krauss, Christopher
Escobar, Marcos
5
Gay, Roger
5
Dempster, Michael A. H.
4
Hlawatsch, Stefan
3
Reichling, Peter
3
Stübinger, Johannes
3
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Evstigneev, Igor V.
2
Kennedy, Richard
2
Kim, Woo Chang
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Medova, E. A.
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Schenk-Hoppé, K. R.
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arbeleche, S.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
Bagliano, Fabio C.
1
Bai, Yang
1
Barucci, Emilio
1
Bauder, David
1
more ...
less ...
Published in...
All
Working paper series
Quantitative finance
FAU discussion papers in economics
2
IWQW discussion paper series
2
Applied economics
1
Essays on quantitative finance in the context of statistical arbitrage
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pairs trading with partial cointegration
Clegg, Matthew
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10011905837
Saved in:
2
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->