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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of asset management"
~subject:"Estimation theory"
~subject:"Portfolio selection"
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Search: subject_exact:"Robuste Statistik"
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Estimation theory
Portfolio selection
Robust statistics
31
Robustes Verfahren
31
Theorie
19
Theory
19
Portfolio-Management
12
Schätztheorie
7
Modellierung
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Scientific modelling
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Entscheidung unter Unsicherheit
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Bilanzstrukturmanagement
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Branger, Nicole
2
Larsen, Linda Sandris
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Phillips, Peter C. B.
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1
Costa, Giorgio
1
Dalla, Violetta
1
De Waegenaere, Anja
1
Deng, Geng
1
Dulaney, Tim
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
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1
Ferrando, Sebastian
1
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1
Frick, Mira
1
Giraitis, Liudas
1
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1
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1
Hu, Jinjin
1
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1
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Rossello, Damiano
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Cowles Foundation discussion paper
Journal of banking & finance
The journal of asset management
European journal of operational research : EJOR
40
Journal of econometrics
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
KBI
20
Economics letters
15
Insurance / Mathematics & economics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Cahiers du Département d'Econométrie
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of the American Statistical Association : JASA
12
Econometric theory
11
Operations research
11
Quantitative finance
11
NBER Working Paper
10
NBER working paper series
10
Operations research letters
10
Discussion paper / Center for Economic Research, Tilburg University
9
Finance research letters
9
Discussion paper series / IZA
7
Discussion papers of interdisciplinary research project 373
7
IZA Discussion Paper
7
Journal of economic dynamics & control
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production research
6
Journal of financial econometrics
6
Journal of forecasting
6
Department of Economics discussion paper series / University of Oxford
5
Economics discussion papers
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Mathematics and financial economics
5
Mathematics of operations research
5
Metrika : international journal for theoretical and applied statistics
5
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Scandinavian actuarial journal
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Working paper series
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Annals of finance
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ECONIS (ZBW)
17
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1
Stability and robustness in misspecified learning models
Frick, Mira
;
Iijima, Ryota
;
Ishii, Yuhta
-
2020
-
This version: May 13, 2020
Persistent link: https://www.econbiz.de/10012319462
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.
;
Kwon, Soonwoo
-
2019
-
Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
Saved in:
4
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
A robust framework for risk parity portfolios
Costa, Giorgio
;
Kwon, Roy
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 447-466
Persistent link: https://www.econbiz.de/10012292871
Saved in:
6
Asset allocation with multiple analysts' views : a robust approach
Lu, I-Chen
;
Tee, Kaihong
;
Li, Baibing
- In:
The journal of asset management
20
(
2019
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10012059802
Saved in:
7
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
8
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
9
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
Saved in:
10
Robust portfolio optimization with Value-at-Risk-adjusted Sharpe
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Wang, Olivia
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 293-305
Persistent link: https://www.econbiz.de/10010237942
Saved in:
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