Search Results - subject:"Estimation Errors"

The method of market multiples on the valuation of companies : a multivariate approach

Couto, José; Brito, Paula; Cerqueira, Antonio - 2017

Persistent link: https://www.econbiz.de/10011716192

On the stability of portfolio selection models

Cesarone, Francesco; Mango, Fabiomassimo; Mottura, Carlo D. - In: Journal of empirical finance 59 (2020), pp. 210-234

Persistent link: https://www.econbiz.de/10012437975

Harmful diversification : evidence from alternative investments

Platanakis, Emmanouil; Sakkas, Athanasios; Sutcliffe, … - In: The British accounting review : the journal of the … 51 (2019) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011998174

Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?

Jiang, Chonghui; Du, Jiangze; An, Yunbi - In: Economic modelling 80 (2019), pp. 260-274

Persistent link: https://www.econbiz.de/10012200533

Amélioration de la méthodologie de construction de la courbe des taux sans risque dans la zone UEMOA

Gbongué, Florent - In: Assurances et gestion des risques : revue trimestrielle 86 (2019) 3/4, pp. 127-164

Persistent link: https://www.econbiz.de/10012213995

Portfolio management with cryptocurrencies : the role of estimation risk

Platanakis, Emmanouil; Urquhart, Andrew - In: Economics letters 177 (2019), pp. 76-80

Persistent link: https://www.econbiz.de/10012121498

Portfolios resampling and international diversification : a non-parametric stochastic dominance approach

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: Journal of business and finance 2 (2014) 1, pp. 1-20

This paper examines the impact of estimation errors on the financial portfolios optimization processes and investigates … dominance approach based simulated p-values to define an optimal diversification choice. Estimation errors visualization shows …

Persistent link: https://www.econbiz.de/10010476364

Bank recapitalisation announcement : a comparative study of select public and private banks

Verma, Rajit; Sharma, Kulwant Kumar - In: Mudra : journal of finance and accounting 5 (2018) 2, pp. 119-123

Persistent link: https://www.econbiz.de/10012026068

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions

Yamamoto, Yohei - Institute of Economic Research, Hitotsubashi University - 2012

This paper investigates structural identification and residual-based bootstrap inference schemes for impulse response functions (IRFs) in factor-augmented vector autoregressions (FAVARs). I first discuss general conditions for structural identification, which also resolve the random rotation of...

Persistent link: https://www.econbiz.de/10010614055

Evaluación de sesgo en las estimaciones de Contabilidad Nacional Trimestral : estudio de las añadas en España

Cabrer-Borrás, Bernardí; Serrano, Guadalupe; Pavia, … - In: Estudios de economía aplicada : revista promovida por … 35 (2017) 2, pp. 271-298

Persistent link: https://www.econbiz.de/10011724278