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~isPartOf:"Journal of banking & finance"
~source:"econis"
~subject:"Emerging economies"
~subject:"Robust statistics"
~subject:"Volatilität"
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Search: subject_exact:"Robuste Statistik"
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Emerging economies
Robust statistics
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Robustes Verfahren
10
Portfolio selection
6
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6
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5
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5
Decision under uncertainty
4
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2
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Rossello, Damiano
1
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1
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Journal of banking & finance
European journal of operational research : EJOR
243
Operations research
85
Computers & operations research : and their applications to problems of world concern ; an international journal
67
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Operations research letters
55
International journal of production research
54
Discussion paper / Center for Economic Research, Tilburg University
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Journal of econometrics
45
Omega : the international journal of management science
36
Transportation research / E : an international journal
36
Mathematics of operations research
33
INFORMS journal on computing : JOC
32
International journal of production economics
31
KBI
31
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
30
Economics letters
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Insurance / Mathematics & economics
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
27
Journal of economic theory
26
CentER Discussion Paper Series
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Econometric theory
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OR spectrum : quantitative approaches in management
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Journal of the American Statistical Association : JASA
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NBER working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER Working Paper
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Economic modelling
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Energy economics
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Quantitative finance
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Cahiers du Département d'Econométrie
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Discussion paper / Tinbergen Institute
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Working paper
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Computers & operations research : an international journal
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Cowles Foundation discussion paper
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Discussion paper series / IZA
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Discussion papers of interdisciplinary research project 373
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Journal of economic dynamics & control
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ECONIS (ZBW)
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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
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
3
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:
4
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:
5
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:
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
Emerging markets and heavy tails
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
Saved in:
8
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:
9
A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân
;
Pachamanova, Dessislava A.
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491
Saved in:
10
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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