//--> //--> //-->
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
~subject:"Portfolio selection"
~subject:"correlations"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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:"Sensitivity analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
correlations
Sensitivity analysis
8
Sensitivitätsanalyse
7
Estimation theory
4
Schätztheorie
4
Portfolio-Management
3
Forecasting model
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Bayes-Statistik
1
Bayesian inference
1
Budget deficit
1
Cointegration
1
Core
1
Cost-benefit analysis
1
Credit risk
1
Cumulative prospect theory
1
EU countries
1
EU-Staaten
1
Economic forecast
1
F-policy
1
Global vector autoregressions
1
Haushaltsdefizit
1
Hedge fund
1
Hedge funds
1
Hedgefonds
1
Kointegration
1
Kosten-Nutzen-Analyse
1
Kreditrisiko
1
Markov chain
1
Markov process
1
Markov-Kette
1
Mixed Tempered Stable distribution
1
N-policy
1
Nichtparametrisches Verfahren
1
Non-convex optimization
1
Nonparametric statistics
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Government document
Konferenzbeitrag
Article in journal
40
Aufsatz in Zeitschrift
40
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
3
Hochschulschrift
3
Thesis
3
Working Paper
3
Conference paper
2
Amtsdruckschrift
1
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
more ...
less ...
Language
All
English
3
Author
All
Hitaj, Asmerilda
2
Consigli, Giorgio
1
Gouriéroux, Christian
1
Laurent, Jean-Paul
1
Mastrogiacomo, Elisa
1
Mercuri, Lorenzo
1
Rroji, Edit
1
Scaillet, Olivier
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio choice under cumulative prospect theory :
sensitivity
analysis
and an empirical study
Consigli, Giorgio
;
Hitaj, Asmerilda
;
Mastrogiacomo, Elisa
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011993439
Saved in:
2
Sensitivity
analysis
of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
Saved in:
3
Sensitivity
analysis
of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->