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subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~subject:"Estimation"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
Estimation
Multivariate Verteilung
61
Multivariate distribution
61
Theorie
36
Theory
36
Copula
20
Estimation theory
14
Schätztheorie
14
Time series analysis
13
Zeitreihenanalyse
13
Statistical distribution
12
Statistische Verteilung
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schätzung
9
Copulas
7
Finance
7
Portfolio-Management
7
Stochastic process
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Stochastischer Prozess
7
Simulation
6
Statistical test
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Statistischer Test
6
Credit risk
5
Kreditrisiko
5
Markov chain
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Markov-Kette
5
Mathematical programming
5
Mathematische Optimierung
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Multivariate Analyse
5
Multivariate analysis
5
Regression analysis
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Regressionsanalyse
5
Risikomaß
5
Risk measure
5
Bayes-Statistik
4
Bayesian inference
4
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4
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16
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Babaei, Edris
1
Babaei, Sadra
1
Bassetti, Federico
1
Berger, Theo
1
Berghaus, Betina
1
Bücher, Axel
1
Calabrese, Raffaella
1
Callaway, Brantly
1
Creal, Drew
1
D'Amico, Guglielmo
1
De Giuli, Maria Elena
1
Fan, Yanqin
1
Fu, Michael
1
Gabrysch, Janet
1
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1
Hernandez, Jose Arreola
1
Hu, Jian-Qiang
1
Irresberger, Felix
1
Janabi, Mazin A. M. al
1
Kakouris, Iakovos
1
Laih, Yih-wenn
1
Lei, Lei
1
Li, Tong
1
Liu, Ruixuan
1
Nguyen, Duc Khuong
1
Nicolino, Enrica
1
Oka, Tatsushi
1
Osmetti, Silvia Angela
1
Peng, Yijie
1
Petroni, Filippo
1
Rustem, Berç
1
Sahamkhadam, Maziar
1
Sepehri, Mohammad Mehdi
1
Stephan, Andreas
1
Tarantola, Claudia
1
Tavin, Bertrand
1
Tsay, Ruey S.
1
Weiß, Gregor
1
Zhang, Zhengjun
1
Zhu, Bin
1
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European journal of operational research : EJOR
Journal of econometrics
Insurance / Mathematics & economics
23
Applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Economic modelling
17
Energy economics
14
Journal of banking & finance
14
International review of financial analysis
11
Journal of empirical finance
11
Journal of risk
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Risks : open access journal
9
Finance research letters
8
Journal of risk and financial management : JRFM
8
Computational economics
7
SFB 649 discussion paper
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Pacific-Basin finance journal
6
Quantitative finance
6
The European journal of finance
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Reihe Quantitative Ökonomie : Ökon
5
Agricultural finance review
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of forecasting
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Robustness in econometrics
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of credit risk : published quarterly by Incisive Media
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Tinbergen Institute research series
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Discussion paper / Deutsche Bundesbank
3
Economics letters
3
Finance a úvěr
3
Finance and stochastics
3
Financial markets and portfolio management
3
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ECONIS (ZBW)
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1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
3
A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella
;
Osmetti, Silvia Angela
- In:
European journal of operational research : EJOR
279
(
2019
)
3
,
pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
Saved in:
4
Partial identification and inference in censored quantile regression
Fan, Yanqin
;
Liu, Ruixuan
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012110350
Saved in:
5
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly
;
Li, Tong
;
Oka, Tatsushi
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
Saved in:
6
Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico
;
De Giuli, Maria Elena
;
Nicolino, Enrica
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
Saved in:
7
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
8
Measuring exposure to dependence risk with random Bernstein copula scenarios
Tavin, Bertrand
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 873-888
Persistent link: https://www.econbiz.de/10011882643
Saved in:
9
Copula based multivariate semi-Markov models with applications in high-frequency finance
D'Amico, Guglielmo
;
Petroni, Filippo
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 765-777
Persistent link: https://www.econbiz.de/10011812746
Saved in:
10
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al
;
Hernandez, Jose Arreola
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
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