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subject:"Volatilität"
~isPartOf:"Financial markets and portfolio management"
~subject:"Estimation theory"
~subject:"United States"
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Volatilität
Estimation theory
United States
Analysis of variance
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Varianzanalyse
3
Asset allocation
1
Capital income
1
Correlation
1
Covariance estimation
1
Cross-validation
1
Downside risk
1
Entropie
1
Entropy
1
Estimation
1
Estimation error
1
Forecasting
1
High dimensionality
1
Kapitaleinkommen
1
Korrelation
1
Maximum entropy
1
Minimum variance
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate kernel-based mean estimation
1
Multivariate kernel-based median estimation
1
Naive portfolios
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio diversification
1
Portfolio optimization
1
Principal component portfolios
1
Risiko
1
Risikomaß
1
Risk
1
Risk contributions
1
Risk measure
1
Schätzung
1
Semivariance
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English
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Ben Salah, Hanene
1
Gooijer, Jan G. de
1
Husmann, Sven
1
Poddig, Thorsten
1
Shivarova, Antoniya
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Steinert, Rick
1
Unger, Albina
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Financial markets and portfolio management
Journal of econometrics
29
Finance research letters
10
Journal of financial econometrics
10
Journal of banking & finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Working paper / National Bureau of Economic Research, Inc.
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
International journal of hospitality management
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of empirical finance
7
Journal of the American Statistical Association : JASA
7
The review of financial studies
7
International journal of forecasting
6
Quantitative finance
6
The review of economics and statistics
6
Discussion paper / Tinbergen Institute
5
Econometric reviews
5
Economic modelling
5
European journal of operational research : EJOR
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
SFB 649 discussion paper
5
The European journal of finance
5
The journal of finance : the journal of the American Finance Association
5
CORE discussion papers : DP
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
International journal of theoretical and applied finance
4
NBER Working Paper
4
NBER working paper series
4
Risks : open access journal
4
Working paper
4
Working paper series / University of Zurich, Department of Economics
4
Applied mathematical finance
3
CREATES research paper
3
Journal of business ethics : JOBE
3
Journal of forecasting
3
Reihe Quantitative Ökonomie : Ökon
3
Research paper series / Swiss Finance Institute
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
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ECONIS (ZBW)
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Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
Husmann, Sven
;
Shivarova, Antoniya
;
Steinert, Rick
- In:
Financial markets and portfolio management
35
(
2021
)
3
,
pp. 309-352
Persistent link: https://www.econbiz.de/10012616164
Saved in:
2
Mean-variance and mean-semivariance portfolio selection : a multivariate nonparametric approach
Ben Salah, Hanene
;
Gooijer, Jan G. de
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 419-436
Persistent link: https://www.econbiz.de/10011952005
Saved in:
3
On the robustness of risk-based asset allocations
Poddig, Thorsten
;
Unger, Albina
- In:
Financial markets and portfolio management
26
(
2012
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10009623472
Saved in:
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