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~isPartOf:"Journal of empirical finance"
~subject:"Schätztheorie"
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Schätztheorie
Portfolio selection
113
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113
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58
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57
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57
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37
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Allen, David
1
Cesarone, Francesco
1
Chiang, I-Hsuan Ethan
1
De Nard, Gianluca
1
Ding, Wenliang
1
Fuhrer, Adrian
1
Gu, Xinhua
1
Hock, Thorsten
1
Liao, Yin
1
Lizieri, Colin
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Mango, Fabiomassimo
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Mottura, Carlo D.
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Ricci, Jacopo Maria
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Satchell, Stephen
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Shu, Lianjie
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Wang, Kainan
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1
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Journal of empirical finance
Journal of econometrics
15
Finance research letters
13
Journal of banking & finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk
9
European journal of operational research : EJOR
8
Journal of financial econometrics
8
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6
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5
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4
International journal of theoretical and applied finance
4
Operations research
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3
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
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Applied mathematical finance
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Computational management science
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Economics letters
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International journal of portfolio analysis and management : IJPAM
2
International review of financial analysis
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Journal of economic dynamics & control
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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North American actuarial journal
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The journal of computational finance
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Asia-Pacific journal of financial studies
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
3
A robust Glasso approach to
portfolio
selection
in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
6
On the stability of
portfolio
selection
models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
7
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
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