EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Elliptical Distributions"
Narrow search

Narrow search

Year of publication
Subject
All
elliptical distributions 33 Elliptical distributions 26 Theorie 23 Theory 22 Statistical distribution 17 Statistische Verteilung 17 Portfolio selection 16 Portfolio-Management 16 Risikomaß 11 Risk measure 11 Risiko 9 Risk 9 Risk management 8 Multivariate Analyse 7 Multivariate analysis 7 Risikomanagement 7 Capital income 6 Kapitaleinkommen 6 Estimation theory 5 Portfolio separation 5 Probability theory 5 Schätztheorie 5 Stochastic process 5 Stochastischer Prozess 5 Wahrscheinlichkeitsrechnung 5 portfolio optimization 5 value-at-risk 5 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 3
more ... less ...
Online availability
All
Undetermined 47 Free 31
Type of publication
All
Article 52 Book / Working Paper 30
Type of publication (narrower categories)
All
Article in journal 23 Aufsatz in Zeitschrift 23 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Conference paper 2 Konferenzbeitrag 2 Article 1 Konferenzschrift 1
more ... less ...
Language
All
English 42 Undetermined 40
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
RePEc 47 ECONIS (ZBW) 29 EconStor 6
Showing 21 - 30 of 82
Cover Image
Hidden Markov and Semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns series
Maruotti, Antonello; Punzo, Antonio; Bagnato, Luca - In: Journal of financial econometrics 17 (2019) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10012054429
Saved in:
Cover Image
A Smooth, strategic communication
Deimen, Inga; Szalay, Dezsö - 2014
We study strategic information transmission in a Sender-Receiver game where players' optimal actions depend on the realization of multiple signals but the players disagree on the relative importance of each piece of news. We characterize a statistical environment - featuring symmetric loss...
Persistent link: https://www.econbiz.de/10010427166
Saved in:
Cover Image
A Smooth, strategic communication
Deimen, Inga; Szalay, Dezsö - Volkswirtschaftliche Fakultät, … - 2014
We study strategic information transmission in a Sender-Receiver game where players' optimal actions depend on the realization of multiple signals but the players disagree on the relative importance of each piece of news. We characterize a statistical environment - featuring symmetric loss...
Persistent link: https://www.econbiz.de/10010929707
Saved in:
Cover Image
A smooth, strategic communication
Deimen, Inga; Szalay, Dezső - 2014
We study strategic information transmission in a Sender-Receiver game where players' optimal actions depend on the realization of multiple signals but the players disagree on the relative importance of each piece of news. We characterize a statistical environment - featuring symmetric loss...
Persistent link: https://www.econbiz.de/10010408016
Saved in:
Cover Image
Smooth, strategic communication : conference paper
Deimen, Inga; Szalay, Dezső - 2014
We study strategic communication between a Sender and Receiver who are both uncertain about their preferred actions. The Sender observes noisy signals about both players' ideal policies and then communicates with the Receiver. Even though Sender and Receiver disagree about ideal policies as a...
Persistent link: https://www.econbiz.de/10010482440
Saved in:
Cover Image
Multivariate hill estimators
Dominicy, Yves; Ilmonen, Pauliina; Veredas, David - 2014
Persistent link: https://www.econbiz.de/10011289450
Saved in:
Cover Image
Ross-type dynamic portfolio separation (almost) without Ito stochastic calculus
Framstad, Nils Chr. - 2013
dominance and the definition of the Itô integral. In addition to (re-) covering the classical cases of elliptical distributions …
Persistent link: https://www.econbiz.de/10010330268
Saved in:
Cover Image
Ross-type dynamic portfolio separation (almost) without Ito stochastic calculus
Framstad, Nils Chr. - 2013 - This version August 16, 2013
dominance and the definition of the Itô integral. In addition to (re-) covering the classical cases of elliptical distributions …
Persistent link: https://www.econbiz.de/10009787073
Saved in:
Cover Image
A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: Insurance / Mathematics & economics 81 (2018), pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
Saved in:
Cover Image
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David; Florentin, Clément - In: Journal of risk 20 (2017/2018) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...