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subject:"Portfolio selection"
~subject:"Zinsstruktur"
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Search: subject_exact:"Gaußprozess"
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Portfolio selection
Zinsstruktur
Gaussian process
62
Gauß-Prozess
62
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11
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Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
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Casassus, Jaime
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Chung, Tsz Kin
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1
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1
Hui, Cho H.
1
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1
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1
Li, Ka Fai
1
Mönch, Emanuel
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ECONIS (ZBW)
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1
Advantage of filtering for portfolio optimization in financial markets with partial information
Ruderer, Leonie Maria
-
2016
Persistent link: https://www.econbiz.de/10011459988
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2
Term-structure modelling at the zero lower bound : implications for estimating the term premium
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
-
2015
Persistent link: https://www.econbiz.de/10011384200
Saved in:
3
Maximal Gaussian affine models for multiplec commodities: a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2014
Persistent link: https://www.econbiz.de/10011311374
Saved in:
4
A fine model for nominal and real bonds
Vladu, Andreea L.
;
Mönch, Emanuel
- In:
Essays on interest rates at the lower bound
,
(pp. 57-114)
.
2018
Persistent link: https://www.econbiz.de/10012098884
Saved in:
5
Risk premia, volatilities, and sharpe ratios in a nonlinear term structure model
Feldhütter, Peter
;
Heyerdahl-Larsen, Christian
; …
-
2013
Persistent link: https://www.econbiz.de/10010484458
Saved in:
6
A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10009788818
Saved in:
7
A tractable framework for zero lower bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10010188623
Saved in:
8
The econometrics of financial comovement
Silde, Erkki
-
2017
Persistent link: https://www.econbiz.de/10011638898
Saved in:
9
Maximal Gaussian affine models for multiple commodities : a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10011346168
Saved in:
10
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
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