//--> //--> //-->
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
~person:"Chiu, Wan-Yi"
~subject:"Portfolio selection"
~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_exact:"Analysis of variance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Analysis of variance
4
Portfolio-Management
4
Varianzanalyse
4
Estimation theory
3
Hedging
3
Schätztheorie
3
Global minimum variance portfolio
2
Regression hedge
2
Risiko
2
Risikoaversion
2
Risk
2
Risk aversion
2
Arbitrage
1
Arbitrage regression
1
CAPM
1
Capital income
1
Expanding frontier
1
Information ratio
1
Inverse covariance matrix
1
Kapitaleinkommen
1
Mean-variance
1
Mean-variance hedging
1
Minimum-variance hedge
1
Modified information ratio
1
Orthogonal portfolio
1
Portfolio weight test
1
Risikomaß
1
Risk measure
1
Risk-aversion
1
Risk-aversion coefficient
1
Safety-first
1
Sharpe ratio
1
Significance test
1
Statistical test
1
Statistischer Test
1
Stepwise method
1
Theorie
1
Theory
1
Value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Chiu, Wan-Yi
Bodnar, Taras
6
De Nard, Gianluca
4
Golosnoy, Vasyl
3
Mazur, Stepan
3
Santos, André A. P.
3
Schmid, Wolfgang
3
Wong, Hoi Ying
3
Fabozzi, Frank J.
2
Gardiol, Lucien
2
Gribisch, Bastian
2
Gulliksson, Mårten
2
Han, Bingyan
2
Hotta, Luiz K.
2
Ji, Lei
2
Jin, Hanqing
2
Kim, Woo Chang
2
Korn, Ralf
2
Ledoit, Olivier
2
Li, Yingying
2
Menchero, Jose
2
Okhrin, Yarema
2
Parolya, Nestor
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Shen, Yang
2
Shi, Fangquan
2
Shu, Lianjie
2
Trucíos, Carlos
2
Wolf, Michael
2
Xu, Qi
2
Zevallos, Mauricio
2
Zheng, Xinghua
2
Zhou, Xun Yu
2
Abid, Fathi
1
Adcock, C. J.
1
Adcock, Christopher
1
Agrawal, Raj
1
Almeida, Caio
1
Alves, Rafael P.
1
more ...
less ...
Published in...
All
Finance research letters
2
Mathematics and financial economics
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
2
Mean-variance hedging in the presence of estimation risk
Chiu, Wan-Yi
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10012659670
Saved in:
3
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
4
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi
;
Jiang, Ching-hai
- In:
Finance research letters
19
(
2016
),
pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->