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~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Decision under uncertainty"
~subject:"Portfolio-Management"
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Search: subject_exact:"Uncertainty"
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CAPM
Decision under uncertainty
Portfolio-Management
Risiko
38
Risk
38
Theorie
23
Theory
23
Estimation
15
Schätzung
15
Forecasting model
10
Portfolio selection
10
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Entscheidung unter Unsicherheit
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Estimation theory
3
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Bandi, Federico M.
2
Hansen, Lars Peter
2
Sargent, Thomas J.
2
Altig, David
1
Aït-Sahalia, Yacine
1
Barrero, Jose Maria
1
Bloom, Nicholas
1
Bollerslev, Tim
1
Bonomo, Marco Antonio
1
Chan, Thomas W. C.
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Daouia, Abdelaati
1
Davis, Steven J.
1
Fan, Jianqing
1
Feng, Guanhao
1
Garcia, René
1
Girard, Stéphane
1
Han, Fang
1
Han, Lloyd S.
1
Hautsch, Nikolaus
1
He, Jingyu
1
Ikefuji, Masako
1
Laeven, Roger J. A.
1
Lehmann, Bruce Neal
1
Liu, Han
1
Lo, Andrew W.
1
Magnus, Jan R.
1
Meddahi, Nour
1
Meyer, Brent
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Muris, Chris
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Parker, Nicholas
1
Renò, Roberto
1
So, Mike Ka-pui
1
Stupfler, Gilles
1
Szőke, Bálint
1
Tamoni, Andrea
1
Todorov, Viktor
1
Tédongap, Roméo
1
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Journal of econometrics
European journal of operational research : EJOR
184
Insurance / Mathematics & economics
137
Journal of banking & finance
101
NBER working paper series
101
Finance research letters
96
NBER Working Paper
75
Journal of financial economics
73
Management science : journal of the Institute for Operations Research and the Management Sciences
70
Risks : open access journal
65
Working paper / National Bureau of Economic Research, Inc.
62
Economics letters
61
International review of financial analysis
58
International review of economics & finance : IREF
54
Journal of economic dynamics & control
53
CESifo working papers
51
Economic modelling
50
Journal of economic theory
47
Journal of empirical finance
47
Working paper
47
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
44
Applied economics
41
Energy economics
41
The review of financial studies
40
Quantitative finance
39
The North American journal of economics and finance : a journal of financial economics studies
39
The journal of asset management
38
Discussion paper / Centre for Economic Policy Research
36
Finance and stochastics
35
Journal of economic behavior & organization : JEBO
35
Pacific-Basin finance journal
35
International journal of theoretical and applied finance
34
Operations research
33
Research paper series / Swiss Finance Institute
33
Discussion paper / Tinbergen Institute
32
Discussion papers / CEPR
32
Journal of risk and financial management : JRFM
31
Mathematics and financial economics
31
Discussion paper
30
International journal of production research
29
The journal of portfolio management : a publication of Institutional Investor
29
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ECONIS (ZBW)
16
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1
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
5
Surveying business uncertainty
Altig, David
;
Barrero, Jose Maria
;
Bloom, Nicholas
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 282-303
Persistent link: https://www.econbiz.de/10013441986
Saved in:
6
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
7
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
8
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Saved in:
9
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
10
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
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