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Search: subject:"Elliptical Distributions"
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elliptical distributions
33
Elliptical distributions
26
Theorie
23
Theory
22
Statistical distribution
17
Statistische Verteilung
17
Portfolio selection
16
Portfolio-Management
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Risikomaß
11
Risk measure
11
Risiko
9
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9
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Multivariate Analyse
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6
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Estimation theory
5
Portfolio separation
5
Probability theory
5
Schätztheorie
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Stochastic process
5
Stochastischer Prozess
5
Wahrscheinlichkeitsrechnung
5
portfolio optimization
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value-at-risk
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Correlation
4
Elliptical Distributions
4
Systemic risk
4
conditional value-at-risk
4
endogenous information
4
monotone strategies
4
mutual fund theorem
4
stochastic dominance
4
strategic information transmission
4
Adaptivity
3
Efficient estimation
3
Game theory
3
Korrelation
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47
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31
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Article
52
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Article in journal
23
Aufsatz in Zeitschrift
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10
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5
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1
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English
42
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Sentana, Enrique
7
Kaynar, B.
6
Landsman, Zinoviy
6
Fiorentini, Gabriele
5
Shushi, Tomer
5
Deimen, Inga
4
Makov, Udi
4
Amengual, Dante
3
Birbil, Birbil, S.I.
3
Birbil, S.I.
3
Framstad, Nils Chr.
3
Frenk, Frenk, J.B.G.
3
Frenk, J.B.G.
3
Galea, Manuel
3
Nöldeke, Georg
3
Tröger, Thomas
3
Balakrishnan, N.
2
Dobrev, Dobrislav
2
Fermanian, Jean-David
2
Florentin, Clément
2
Kouaissah, Noureddine
2
Nesmith, Travis D.
2
Oh, Dong Hwan
2
Paindaveine, Davy
2
Paula, Gilberto
2
Pelagatti, Matteo
2
Szalay, Dezsö
2
Szalay, Dezső
2
Tarpey, Thaddeus
2
Allaire, Jérôme
1
Amegual, Dante
1
Aoki, Reiko
1
Archimbaud, Aurore
1
Arellano-Valle, R. B.
1
Arellano-Valle, Reinaldo B.
1
Athanasopoulos, George
1
Auer, Benjamin R.
1
BOUCHAUD, JEAN-PHILIPPE
1
Bagnato, Luca
1
Becquart, Colombe
1
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Centro de Estudios Monetarios y Financieros (CEMFI)
4
Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Bank of Greece
1
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
1
EconWPA
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Rimini Centre for Economic Analysis (RCEA)
1
University of Bonn, Germany
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Økonomisk institutt, Universitetet i Oslo
1
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Journal of Multivariate Analysis
11
Insurance / Mathematics & economics
4
Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI)
4
Annals of the Institute of Statistical Mathematics
2
Bonn Econ Discussion Papers
2
Econometric Institute Report
2
Econometric Institute Research Papers
2
Insurance: Mathematics and Economics
2
International journal of forecasting
2
Journal of Applied Statistics
2
Journal of financial econometrics
2
Memorandum
2
Quantitative finance
2
Statistical Papers / Springer
2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
The European journal of finance
2
Annals of Finance
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
1
Discussion papers / Governance and the Efficiency of Economic Systems
1
ECARES working paper
1
ERIM Report Series Research in Management
1
Econometrics
1
IMA journal of management mathematics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of Econometrics
1
Journal of Risk and Financial Management
1
Journal of econometrics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Management Science
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research : ZOR
1
Memorandum / Department of Economics, University of Oslo
1
Memorandum / Økonomisk institutt, Universitetet i Oslo
1
Metrika
1
Psychometrika
1
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
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RePEc
47
ECONIS (ZBW)
29
EconStor
6
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11
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11
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
12
Multivariate stochastic dominance applied to sector-based portfolio selection
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012434397
Saved in:
13
The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution
Eini, Esmat Jamshidi
;
Khaloozadeh, Hamid
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012545260
Saved in:
14
Chance-constrained games with mixture distributions
Peng, Shen
;
Yadav, Navnit
;
Lisser, Abdel
;
Vikas Vikram Singh
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012618980
Saved in:
15
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
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16
Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
-
2016
Persistent link: https://www.econbiz.de/10012196291
Saved in:
17
Tail conditional moments for elliptical and log-
elliptical
distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 179-188
Persistent link: https://www.econbiz.de/10011630646
Saved in:
18
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
19
A dominance test for measuring financial connectedness
Bernardi, Mauro
;
Stolfi, Paola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012207190
Saved in:
20
Analytic solution to the portfolio optimization problem in a mean-variance-skewness model
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 165-178
Persistent link: https://www.econbiz.de/10012207192
Saved in:
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