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type:"article"
~isPartOf:"Journal of econometrics"
~person:"Korn, Ralf"
~person:"Li, Yingying"
~person:"Post, Thierry"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
3
Portfolio-Management
3
Analysis of variance
2
Estimation theory
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Minimum variance portfolio
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Schätztheorie
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Korn, Ralf
Li, Yingying
Post, Thierry
Sentana, Enrique
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Linton, Oliver
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Xiu, Dacheng
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Arvanitis, Stelios
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Aït-Sahalia, Yacine
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Hafner, Christian M.
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Journal of econometrics
International journal of theoretical and applied finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical methods of operations research
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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OR spectrum : quantitative approaches in management
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Risks : open access journal
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The review of financial studies
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Advances in risk management
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Computational Management Science : CMS
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European journal of operational research : EJOR
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Finance and stochastics
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IMA journal of management mathematics
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International journal of theoretical and applied finance : IJTAF
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Journal of economics and finance
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OR-Spektrum : quantitative approaches in management
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Operations research letters
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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High dimensional minimum variance portfolio estimation under statistical factor models
Ding, Yi
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
Saved in:
2
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
3
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
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