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  • Search: subject:"Elliptically contoured distributions"
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Year of publication
Subject
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Elliptically contoured distributions 5 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Box-Cox transformations 1 CVaR 1 CVoR 1 Decreasing reversed hazard rate 1 Discriminant Analysis 1 Error rate 1 Erwartungsnutzen 1 Estimation 1 Estimation theory 1 Expected utility 1 Exponential utility 1 Financial connectedness 1 Financial market 1 Finanzmarkt 1 Increasing failure rate 1 Laplace distribution 1 Log-concavity 1 Monotone missing data 1 Multivariate normal distribution 1 Multivariate t-distribution 1 Nutzen 1 Nutzenfunktion 1 Optimal portfolios 1 Parameter uncertainty 1 Portfolio selection 1 Portfolio-Management 1 Quadratic utility 1 Quantile-based return measure 1 Risiko 1 Risikoaversion 1 Risikomaß 1 Risk 1 Risk aversion 1 Risk measure 1 Schätztheorie 1
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Undetermined 5 Free 1
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Conference paper 1 Konferenzbeitrag 1
Language
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English 3 Undetermined 3
Author
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Bodnar, Taras 2 Batsidis, A. 1 Bernardi, Mauro 1 Hu, Taizhong 1 Li, Ying 1 Lindholm, Mathias 1 Nakamura, Miguel 1 Okhrin, Yarema 1 Pérez, Francisco 1 Quiroz, Adolfo 1 Stolfi, Paola 1 Thorsén, Erik 1 Tyrcha, Joanna 1 Vitlinskyy, Valdemar 1 Zabolotskyy, Taras 1 Zografos, K. 1
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Published in...
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Metrika 2 Annals of the Institute of Statistical Mathematics 1 Computational Management Science : CMS 1 Computational management science 1 The European journal of finance 1
Source
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ECONIS (ZBW) 3 RePEc 3
Showing 1 - 6 of 6
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Quantile-based optimal portfolio selection
Bodnar, Taras; Lindholm, Mathias; Thorsén, Erik; … - In: Computational management science 18 (2021) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10012615134
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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
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Determination and estimation of risk aversion coefficients
Bodnar, Taras; Okhrin, Yarema; Vitlinskyy, Valdemar; … - In: Computational Management Science : CMS 15 (2018) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10011876592
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Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities
Hu, Taizhong; Li, Ying - In: Metrika 65 (2007) 3, pp. 325-330
Persistent link: https://www.econbiz.de/10005756464
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Discrimination of Observations into One of Two Elliptic Populations based on Monotone Training Samples
Batsidis, A.; Zografos, K. - In: Metrika 64 (2006) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10005598744
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Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
Quiroz, Adolfo; Nakamura, Miguel; Pérez, Francisco - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 687-709
Persistent link: https://www.econbiz.de/10005616485
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