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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial econometrics"
~source:"econis"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
Portfolio-Management
Estimation theory
122
Schätztheorie
122
Estimation
39
Schätzung
39
Time series analysis
28
Zeitreihenanalyse
28
Portfolio selection
26
Volatility
26
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Stochastischer Prozess
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Khalaf, Lynda
2
Peñaranda, Francisco
2
Schuhmacher, Frank
2
Zaffaroni, Paolo
2
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1
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1
Bodnar, Taras
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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1
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1
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1
Chávez-Bedoya, Luis
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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Joo, Young C.
1
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Finance research letters
Journal of financial econometrics
Journal of econometrics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Statistics in transition : an international journal of the Polish Statistical Association
32
Economics letters
31
European journal of operational research : EJOR
22
Journal of the American Statistical Association : JASA
21
Discussion paper / Tinbergen Institute
20
Journal of banking & finance
18
Econometric reviews
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Journal of empirical finance
14
Journal of risk
14
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Insurance / Mathematics & economics
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Econometrics : open access journal
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Operations research
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9
Quantitative finance
9
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Applied economics letters
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Europäische Hochschulschriften / 5
8
International journal of theoretical and applied finance
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Metrika : international journal for theoretical and applied statistics
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Risks : open access journal
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The econometrics journal
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The review of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Financial markets and portfolio management
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Journal of applied econometrics
7
Journal of risk and financial management : JRFM
7
NBER working paper series
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
6
Limiting out-of-sample performance of optimal unconstrained portfolios
Chávez-Bedoya, Luis
;
Birge, John R.
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015062578
Saved in:
7
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
8
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
9
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
10
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
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