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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Robuste Statistik"
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Estimation theory
Portfolio selection
Robust statistics
10
Robustes Verfahren
10
Portfolio-Management
6
Theorie
5
Theory
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Ambiguity
3
Stochastic process
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Stochastischer Prozess
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Robust control
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Schätztheorie
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Stochastic volatility
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Volatility
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Volatilität
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Analysis of variance
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Asset-liability management
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Asymmetric information
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Bayes-Statistik
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Bayesian estimation
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Bilanzstrukturmanagement
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Capital income
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Clustering
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Computational tractability
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Derivat
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Derivative
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Distance-to-default
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Emerging countries
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Emerging economies
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Estimation
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Exchange rates
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Aufsatz in Zeitschrift
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Branger, Nicole
2
Larsen, Linda Sandris
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Escobar, Marcos
1
Fabozzi, Frank J.
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Farinelli, Simone
1
Ferrando, Sebastian
1
Ferreira, Manuel
1
Griffin, Jim
1
Hu, Jinjin
1
Kim, Jang Ho
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Munk, Claus
1
Oberoi, Jaideep
1
Oduro, Samuel D.
1
Rossello, Damiano
1
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1
Thoeny, Markus
1
Tibiletti, Luisa
1
Xing, Xin
1
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Cowles Foundation discussion paper
Journal of banking & finance
European journal of operational research : EJOR
40
Journal of econometrics
28
Economics letters
15
Insurance / Mathematics & economics
15
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
Operations research letters
10
Finance research letters
9
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
The journal of asset management
6
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
Scandinavian actuarial journal
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Annals of finance
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Econometric reviews
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Economic modelling
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Mathematical methods of operations research
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Quantitative economics : QE ; journal of the Econometric Society
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RAIRO / Operations research
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The econometrics journal
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics letters
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Computational Management Science : CMS
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Computational economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
7
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1
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:
2
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:
3
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:
4
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:
5
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
6
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
7
Beyond Sharpe ratio : optimal asset allocation using different performance ratios
Farinelli, Simone
;
Ferreira, Manuel
;
Rossello, Damiano
; …
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2057-2063
Persistent link: https://www.econbiz.de/10003778591
Saved in:
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