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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Computational Management Science : CMS"
~subject:"Change of reference probability measure"
~subject:"Exponential utility"
~subject:"Statistical distribution"
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Bootstrap approach
Change of reference probability measure
Exponential utility
Statistical distribution
Estimation theory
11
Schätztheorie
11
Portfolio selection
5
Portfolio-Management
5
Mathematical programming
3
Mathematische Optimierung
3
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Derivat
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Robustes Verfahren
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Conditional expectation estimator
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Convex approximations
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Dimensionality reduction
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Efficient frontier
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Entscheidung unter Unsicherheit
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1
Erwartungsbildung
1
Expectation formation
1
Filtering
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Bodnar, Taras
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Font, Begoña
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Hendrych, Radek
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1
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1
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1
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1
Tichý, Tomáš
1
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1
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1
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Computational Management Science : CMS
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
29
Insurance / Mathematics & economics
29
Economics letters
23
The econometrics journal
15
European journal of operational research : EJOR
13
Econometric theory
12
International journal of forecasting
11
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10
Finance research letters
10
Journal of financial econometrics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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8
Journal of mathematical finance
7
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6
Scandinavian actuarial journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of risk
5
Quantitative finance
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The journal of operational risk
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
International journal of quality & reliability management
4
Journal of forecasting
4
Journal of quantitative economics
4
Journal of time series econometrics
4
Operations research letters
4
Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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3
INFORMS journal on optimization
3
Journal of applied econometrics
3
Journal of banking & finance
3
Journal of economic inequality
3
Journal of empirical finance
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
Saved in:
2
Putting a price tag on temperature
Xiong, Heng
;
Mamon, Rogemar
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 259-296
Persistent link: https://www.econbiz.de/10011876585
Saved in:
3
Determination and estimation of risk aversion coefficients
Bodnar, Taras
;
Okhrin, Yarema
;
Vitlinskyy, Valdemar
; …
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10011876592
Saved in:
4
Implied volantility and state price density estimation : arbitrage analysis
Kopa, Miloš
;
Vitali, Sebastiano
;
Tichý, Tomáš
; …
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 559-583
Persistent link: https://www.econbiz.de/10011758973
Saved in:
5
Bootstrap estimation of the efficient frontier
Font, Begoña
- In:
Computational Management Science : CMS
13
(
2016
)
4
,
pp. 541-570
Persistent link: https://www.econbiz.de/10011669608
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