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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~isPartOf:"INFORMS journal on optimization"
~isPartOf:"Journal of banking & finance"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Statistical distribution
Estimation theory
81
Schätztheorie
81
Estimation
29
Schätzung
29
Portfolio selection
22
Portfolio-Management
22
Volatility
18
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18
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Anderson, Edward J.
1
Ardia, David
1
Auer, Benjamin R.
1
Boynton, Wentworth
1
Chen, Fang
1
Chen, Xi
1
De Luca, Giovanni
1
Eling, Martin
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1
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1
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Polak, Pawel
1
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1
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1
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1
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1
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Wu, Xinyu
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Xiao, Yugu
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Finance research letters
INFORMS journal on optimization
Journal of banking & finance
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Insurance / Mathematics & economics
29
Econometric reviews
27
Economics letters
23
The econometrics journal
15
European journal of operational research : EJOR
13
Econometric theory
11
International journal of forecasting
11
Computational economics
10
Journal of financial econometrics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
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8
Journal of mathematical finance
7
Operations research
6
Scandinavian actuarial journal
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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The journal of operational risk
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ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
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Computational Management Science : CMS
4
Journal of forecasting
4
Journal of quantitative economics
4
Journal of time series econometrics
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Operations research letters
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Discussion paper / Centre for Economic Policy Research
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International journal of quality & reliability management
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Journal of applied econometrics
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Journal of economic inequality
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Journal of empirical finance
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Regional science & urban economics
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ECONIS (ZBW)
14
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1
Distributionally robust optimization based on kernel density estimation and mean-entropic value-at-risk
Liu, Wei
;
Li, Yang
;
Yu, Bo
- In:
INFORMS journal on optimization
5
(
2023
)
1
,
pp. 68-91
Persistent link: https://www.econbiz.de/10014292039
Saved in:
2
Distributionally robust optimization with confidence bands for probability density functions
Chen, Xi
;
Lin, Qihang
;
Xu, Guanglin
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10013185200
Saved in:
3
Improving sample average approximation using distributional robustness
Anderson, Edward J.
;
Philpott, Andy
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 90-124
Persistent link: https://www.econbiz.de/10013185210
Saved in:
4
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
5
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
6
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
7
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
8
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
9
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
10
A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R.
- In:
Finance research letters
24
(
2018
),
pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
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