//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"article"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Jurczenko, Emmanuel"
~person:"Post, Thierry"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio performance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Portfolio selection
3
Portfolio-Management
3
Portfolio choice
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Almost stochastic dominance
1
Convex stochastic dominance
1
Decision theory
1
Entscheidungstheorie
1
Hauptkomponentenanalyse
1
Kurtosis
1
Linear algebra
1
Linear programming
1
Lineare Algebra
1
Mathematical programming
1
Mathematische Optimierung
1
Modellierung
1
PCA
1
Portfolio analysis
1
Principal component analysis
1
Präferenztheorie
1
Random matrix theory
1
Scientific modelling
1
Skewness
1
Spanning
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic dominance
1
Subsampling
1
Subsampling.
1
Tensor
1
Theory of preferences
1
Well-being analysis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Jurczenko, Emmanuel
Post, Thierry
Engle, Robert F.
3
Manganelli, Simone
2
Topaloglou, Nikolas
2
Aguilar, Omar
1
Ameriks, John
1
Anyfantaki, Sofia
1
Arvanitis, Stelios
1
Balduzzi, Pierluigi
1
Bansal, Ravi
1
Cederburg, Scott
1
Colacito, Riccardo
1
De Polis, Andrea
1
Delle Monache, Davide
1
Dimitriadis, Timo
1
Du, Lilun
1
Du, Zaichao
1
Favero, Carlo A.
1
Feng, Long
1
Hafner, Christian M.
1
Halbleib, Roxana
1
Hallam, Mark
1
Hallin, Marc
1
Han, Xu
1
Herwartz, Helmut
1
Hotta, Luiz K.
1
Jondeau, Eric
1
Kazak, Ekaterina
1
Ke, Yuan
1
Kiku, Dana
1
Klimenka, Filip
1
Kézdi, Gábor
1
Lan, Wei
1
Lassance, Nathan
1
Ledoit, Olivier
1
Lee, Minjoon
1
Lian, Heng
1
Liu, Binghui
1
Lucas, André
1
Lunde, Asger
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Journal of banking & finance
3
Multi-moment asset allocation and pricing models
3
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
OR spectrum : quantitative approaches in management
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
2
Moment component analysis : an illustration with international stock markets
Jondeau, Eric
;
Jurczenko, Emmanuel
;
Rockinger, Michael
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 576-598
Persistent link: https://www.econbiz.de/10012249215
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->