//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~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:"Rendite"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Capital income
137
Kapitaleinkommen
137
Volatility
72
Volatilität
72
Theorie
55
Theory
55
Estimation
53
Schätzung
53
Estimation theory
46
Schätztheorie
46
Forecasting model
45
Prognoseverfahren
45
Börsenkurs
43
Share price
43
Time series analysis
38
Zeitreihenanalyse
38
Portfolio selection
24
ARCH model
23
ARCH-Modell
23
CAPM
20
Stochastic process
20
Stochastischer Prozess
20
Regression analysis
18
Regressionsanalyse
18
Correlation
17
Korrelation
17
Market microstructure
16
Marktmikrostruktur
16
Risikoprämie
16
Risk premium
16
High-frequency data
15
Factor analysis
13
Faktorenanalyse
13
Statistical distribution
13
Statistische Verteilung
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Stochastic volatility
10
High frequency data
9
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
24
Author
All
Xiu, Dacheng
3
Wachter, Jessica
2
Warusawitharana, Missaka
2
Aït-Sahalia, Yacine
1
Blake, David
1
Cai, T. Tony
1
Caulfield, Tristan
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chen, Min
1
Chen, Rong
1
Chen, Zhao
1
Chu, Amanda M. Y.
1
Dai, Chaoxing
1
Feng, Long
1
Feng, Phoenix
1
Francq, Christian
1
Gallant, A. Ronald
1
Hansen, Lars Peter
1
Hautsch, Nikolaus
1
Hollstein, Fabian
1
Hu, Jianchang
1
Ioannidis, Christos
1
Jarjour, Riad
1
Kastner, Gregor
1
Lam, Clifford
1
Lamont, Owen A.
1
Lan, Wei
1
Li, Yingying
1
Lian, Yimin
1
Linton, Oliver
1
Liu, Binghui
1
Lu, Kun
1
Ma, Yanyuan
1
Mencía, Javier
1
Paolella, Marc S.
1
Pelger, Markus
1
Pettenuzzo, Davide
1
Polak, Pawel
1
Sentana, Enrique
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of banking & finance
133
Journal of financial economics
112
International review of financial analysis
104
Finance research letters
103
Journal of empirical finance
89
The journal of asset management
79
Applied economics
60
The North American journal of economics and finance : a journal of financial economics studies
60
Pacific-Basin finance journal
57
Research in international business and finance
52
International review of economics & finance : IREF
50
Applied economics letters
49
Journal of risk and financial management : JRFM
49
The review of financial studies
48
Financial markets and portfolio management
47
Journal of financial and quantitative analysis : JFQA
47
The European journal of finance
47
Journal of international financial markets, institutions & money
45
Journal of investment management : JOIM
45
Review of quantitative finance and accounting
45
The journal of portfolio management : a publication of Institutional Investor
44
The journal of finance : the journal of the American Finance Association
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of financial markets
39
Investment management and financial innovations
36
The journal of investing
34
Applied financial economics
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
International journal of economics and finance
32
Quantitative finance
29
Insurance / Mathematics & economics
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Journal of international money and finance
27
Economic modelling
26
The journal of wealth management
26
Economics letters
25
Managerial finance
25
The journal of asset management : a major new, international quarterly journal for the financial community
24
The journal of real estate finance and economics
24
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
3
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
Saved in:
4
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
7
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
8
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
9
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
10
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->