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~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Mathematical programming"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematical programming
Risk premium
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Theorie
10
Theory
10
Estimation theory
9
Schätztheorie
9
IV-Schätzung
4
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Aufsatz in Zeitschrift
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Scaillet, Olivier
Hertog, Dirk den
24
Goerigk, Marc
23
Bertsimas, Dimitris
21
Delage, Erick
13
Schöbel, Anita
12
Wiesemann, Wolfram
12
Ben-Tal, Aharon
11
Sim, Melvyn
11
Kuhn, Daniel
10
Poss, Michael
10
Chassein, André
8
Dolgui, Alexandre
8
Gupta, Rangan
8
Kleibergen, Frank
7
Liers, Frauke
7
Morabito, Reinaldo
7
Shapiro, Alexander
7
Sun, Minghe
7
Carrizosa, Emilio
6
Jaillet, Patrick
6
Lam, Henry
6
Qiu, Ruozhen
6
Saif, Ahmed
6
Xu, Huifu
6
Yanıkoğlu, İhsan
6
Agra, Agostinho
5
Blanchet, Jose
5
Chen, Zhi
5
Gorissen, Bram L.
5
Hanasusanto, Grani A.
5
Jiang, Ruiwei
5
Kim, Michael Jong
5
Kong, Lingwei
5
Long, Daniel Zhuoyu
5
Mehrotra, Sanjay
5
Ng, Tsan Sheng Adam
5
Ouyang, Linhan
5
Shehadeh, Karmel S.
5
Sturt, Bradley
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
Nonparametric instrumental variable estimation of structural quantile effects
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1533-1562
Persistent link: https://www.econbiz.de/10009629521
Saved in:
4
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
Saved in:
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