//--> //--> //--> //-->
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 empirical finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio-Management"
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:"Statistische Verteilung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Statistical distribution
66
Statistische Verteilung
66
Theorie
35
Theory
35
Risikomaß
19
Risk measure
19
Capital income
17
Kapitaleinkommen
17
ARCH model
16
ARCH-Modell
16
Volatility
16
Volatilität
16
Estimation theory
15
Schätztheorie
15
Stochastic process
14
Stochastischer Prozess
14
Portfolio selection
12
Estimation
11
Option pricing theory
11
Optionspreistheorie
11
Schätzung
11
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Börsenkurs
9
Forecasting model
9
Prognoseverfahren
9
Share price
9
Outliers
7
Risikomanagement
7
Risk management
7
Time series analysis
7
Zeitreihenanalyse
7
Ausreißer
6
Risiko
6
Risk
6
CAPM
5
Multivariate Verteilung
5
Multivariate distribution
5
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Bernardi, Mauro
1
Cheng, Tingting
1
Fabozzi, Frank J.
1
Iizuka, Atsushi
1
James, Robert
1
Kuang, Yuming
1
Lai, Tze Leung
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Mainik, Georg
1
Maruotti, Antonello
1
Mitov, Georgi
1
Mwaniki, Ivivi Joseph
1
Nakano, Yumiharu
1
Nawrocki, David N.
1
Ortobelli, Sergio
1
Petrella, Lea
1
Prokhorov, Artem
1
Račev, Svetlozar T.
1
Rüschendorf, Ludger
1
Sapp, Travis R. A.
1
Viole, Fred
1
Yan, Cheng
1
Zamenjani, Azam Shamsi
1
Zhou, Tianmin
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of mathematical finance
Insurance / Mathematics & economics
40
Journal of banking & finance
22
European journal of operational research : EJOR
13
Risks : open access journal
13
Discussion paper / Tinbergen Institute
11
International journal of theoretical and applied finance
11
The journal of asset management
11
Economic modelling
10
Journal of econometrics
10
Quantitative finance
10
Applied economics
9
Finance research letters
9
Research paper series / Swiss Finance Institute
9
The North American journal of economics and finance : a journal of financial economics studies
8
Finance and stochastics
7
International review of financial analysis
7
Journal of risk
7
The journal of credit risk : published quarterly by Incisive Media
7
International review of economics & finance : IREF
6
Journal of financial econometrics
6
Journal of risk and financial management : JRFM
6
International journal of forecasting
5
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
SFB 649 discussion paper
5
Swiss Finance Institute Research Paper
5
The European journal of finance
5
Working papers / TSE : WP
5
Annals of finance
4
Astin bulletin : the journal of the International Actuarial Association
4
Computational economics
4
Journal of forecasting
4
Journal of investment management : JOIM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research in international business and finance
4
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
2
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
3
In search of the optimal number of fund subgroups
Yan, Cheng
;
Cheng, Tingting
- In:
Journal of empirical finance
50
(
2019
),
pp. 78-92
Persistent link: https://www.econbiz.de/10012169933
Saved in:
4
A method for portfolio selection based on joint probability of co-movement of multi-assets
Zhou, Tianmin
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 535-548
Persistent link: https://www.econbiz.de/10011968713
Saved in:
5
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
6
LPM density functions for the computation of the SD efficient set
Viole, Fred
;
Nawrocki, David N.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 105-126
Persistent link: https://www.econbiz.de/10011543784
Saved in:
7
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
Saved in:
8
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
9
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
Saved in:
10
On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->