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  • Search: subject:"Estimation uncertainty"
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Year of publication
Subject
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estimation uncertainty 16 USA 7 United States 7 Theorie 6 Parameter estimation uncertainty 5 Accounting 4 Financial audit 4 Rechnungswesen 4 Theory 4 Wirtschaftsprüfung 4 bootstrapping 4 credit portfolio risk 4 model risk 4 parameter estimation uncertainty 4 Estimation uncertainty 3 Portfolio-Management 3 Schätztheorie 3 asset allocation 3 covariance estimation 3 portfolio optimization 3 Bootstrapping 2 Boundary bias 2 Continuous-time model 2 Estimation 2 Estimation Uncertainty 2 Firm size 2 Hellinger metric 2 Kernel method 2 Kreditrisiko 2 Kreditrisikobewertung 2 NAIRU 2 Probability integral transform 2 Quadratic form 2 Risiko 2 Risk 2 Schätzung 2 Schätzunsicherheit 2 Serial dependence 2 Short-term interest rate 2 Transition density 2
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Online availability
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Free 27 Undetermined 4
Type of publication
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Article 19 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 4 Article 1 Graue Literatur 1 Non-commercial literature 1 Report 1 Thesis 1
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Language
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English 19 Undetermined 10 German 4
Author
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Dannenberg, Henry 6 Du, Zaichao 3 Hong, Yongmiao 3 Schubiger, Urs 3 Stefanovits, David 3 Wüthrich, Mario V. 3 Li, Haitao 2 Menzefricke, Ulrich 2 Smieliauskas, Wally 2 Bedard, Jean C. 1 Bewley, Kathryn 1 Biljon, L. van 1 Cannon, Nathan H. 1 Christensen, Brant E. 1 Eilifsen, Aasmund 1 Escanciano, Juan Carlos 1 GONON, LUKAS 1 Galimberti, Jaqueson K. 1 Glover, Steven M. 1 Gonon, Lukas 1 Gronewold, Ulfert 1 Gülpınar, Nalân 1 Haasbroek, L. J. 1 Hamilton, Erin L. 1 Hillebrand, Eric 1 Julio, Juan Manuel 1 Kelton, Andrea Seaton 1 Lee, Yoon-Jin 1 Lo, Victor S. 1 Lukas, Manuel 1 Messier, William F. 1 Montague, Norma R. 1 Pachamanova, Dessislava A. 1 Panman, Kevin 1 ROGERS, L. C. G. 1 Rogers, Leonard C. G. 1 Sahuc, Jean-Guillaume 1 Schumacher, Christian 1 Schutte, W. D. 1 Tokpavi, Sessi 1
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Institution
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Institut für Wirtschaftsforschung Halle (IWH) 3 Banco de la Republica de Colombia 1 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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IWH Discussion Papers 6 Risks 2 Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting 1 Auditing : a journal of practice & theory 1 Borradores de Economia 1 CREATES Research Papers 1 Caepr Working Papers 1 Computational Statistics & Data Analysis 1 Econometric reviews 1 EconomiX Working Papers 1 Economics Bulletin 1 Empirical Economics 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Journal of Forecasting 1 Journal of business ethics : JOBE 1 Journal of marketing management : JMM ; journal of the Academy of Marketing 1 Risks : open access journal 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 The International Journal of Applied Economics 1 The accounting review : a publication of the American Accounting Association 1 The econometrics journal 1 The international journal of accounting : TIJA 1 The journal of risk model validation 1 Working papers / Department of Accounting, Auditing and Law, Norwegian School of Economics and Business Administration 1
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Source
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RePEc 15 ECONIS (ZBW) 12 EconStor 5 BASE 1
Showing 1 - 10 of 33
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Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin; Biljon, L. van; Haasbroek, L. J.; … - In: The journal of risk model validation 13 (2019) 4, pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
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Managerial miscalibration and its effects on the auditability of accounting estimates : evidence from pension accounting
Menzefricke, Ulrich; Smieliauskas, Wally - In: The international journal of accounting : TIJA 54 (2019) 4, pp. 1950016-1-1950016-26
Persistent link: https://www.econbiz.de/10012173381
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The unintended consequences of uncertainty disclosures made by auditors and managers on nonprofessional investor judgments
Kelton, Andrea Seaton; Montague, Norma R. - In: Accounting, organizations and society : an … 65 (2018), pp. 44-55
Persistent link: https://www.econbiz.de/10011821099
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Misleading forecasts in accounting estimates : a form of ethical blindness in accounting standards?
Smieliauskas, Wally; Bewley, Kathryn; Gronewold, Ulfert; … - In: Journal of business ethics : JOBE 152 (2018) 2, pp. 437-457
Persistent link: https://www.econbiz.de/10011926985
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Uncertainty representation and risk management for direct segmented marketing
Pachamanova, Dessislava A.; Lo, Victor S.; Gülpınar, … - In: Journal of marketing management : JMM ; journal of the … 36 (2020) 1/2, pp. 149-175
Persistent link: https://www.econbiz.de/10012178695
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The importance of quantifying uncertainty : examining the effects of sensitivity analysis and audit disclosures on investors` judgements and decisions
Eilifsen, Aasmund; Hamilton, Erin L.; Messier, William F. - 2017
Persistent link: https://www.econbiz.de/10011975845
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Auditing challenging fair value measurements : evidence from the field
Cannon, Nathan H.; Bedard, Jean C. - In: The accounting review : a publication of the American … 92 (2017) 4, pp. 81-114
Persistent link: https://www.econbiz.de/10011741566
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Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - In: The econometrics journal 19 (2016) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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A nonparametric distribution-free test for serial independence of errors
Du, Zaichao; Escanciano, Juan Carlos - In: Econometric reviews 34 (2015) 6/10, pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
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Model risk in portfolio optimization
Stefanovits, David; Schubiger, Urs; Wüthrich, Mario V. - In: Risks 2 (2014) 3, pp. 315-348
We consider a one-period portfolio optimization problem under model uncertainty. For this purpose, we introduce a measure of model risk. We derive analytical results for this measure of model risk in the mean-variance problem assuming we have observations drawn from a normal variance mixture...
Persistent link: https://www.econbiz.de/10010421281
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