//--> //--> //-->
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
~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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:"Analysis of variance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Analysis of variance
9
Varianzanalyse
9
Portfolio-Management
8
Estimation theory
4
Finance
4
Schätztheorie
4
Global minimum variance portfolio
3
Statistical distribution
3
Statistische Verteilung
3
Option pricing theory
2
Optionspreistheorie
2
Swap
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Applied probability
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural OR
1
Bivariate normal distribution
1
CAPM
1
Capital income
1
Correlation
1
Covariance matrix estimation
1
Credible interval
1
Decision under uncertainty
1
Decomposition method
1
Dekompositionsverfahren
1
Entscheidung unter Unsicherheit
1
Estimation
1
Estimation errors
1
Estimation risk
1
Forecasting model
1
Higher moments
1
Kapitaleinkommen
1
Korrelation
1
Large-dimensional asymptotics
1
Long-term variance
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Language
All
English
8
Author
All
Bodnar, Taras
2
Adcock, C. J.
1
Beasley, John E.
1
Bi, Junna
1
Giner, Javier
1
Hong, Yi
1
Jin, Hanqing
1
Jin, Xing
1
Lassance, Nathan
1
Maillet, Bertrand
1
Mazur, Stepan
1
Meade, Nigel
1
Meng, Qingbin
1
Okhrin, Yarema
1
Parolya, Nestor
1
Schmid, Wolfgang
1
Tokpavi, Sessi
1
Vaucher, Benoit
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of empirical finance
10
Journal of econometrics
9
Finance research letters
6
Journal of financial econometrics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of banking & finance
5
International journal of theoretical and applied finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative finance
4
Financial markets and portfolio management
3
Insurance / Mathematics & economics
3
Mathematics and financial economics
3
Operations research letters
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Annals of finance
2
Applied economics
2
Applied economics letters
2
Computational Management Science : CMS
2
Computational economics
2
Finance India : the quarterly journal of Indian Institute of Finance
2
International journal of financial engineering
2
International journal of forecasting
2
Journal of investment management : JOIM
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
The journal of asset management
2
The journal of computational finance
2
The review of financial studies
2
Annals of economics and statistics
1
Annals of financial economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
2
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
3
Orthant-based variance decomposition in investment portfolios
Giner, Javier
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 497-511
Persistent link: https://www.econbiz.de/10012495336
Saved in:
4
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
5
Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
6
Behavioral mean-variance portfolio selection
Bi, Junna
;
Jin, Hanqing
;
Meng, Qingbin
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 644-663
Persistent link: https://www.econbiz.de/10011890350
Saved in:
7
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
Saved in:
8
Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand
;
Tokpavi, Sessi
;
Vaucher, Benoit
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->