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Search: subject:"Minimum variance portfolio"
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Subject
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Portfolio-Management
78
Portfolio selection
76
Varianzanalyse
45
Analysis of variance
44
Theorie
34
Minimum variance portfolio
32
Theory
32
Schätztheorie
30
Estimation theory
28
minimum variance portfolio
28
Volatility
25
Volatilität
25
Correlation
23
Korrelation
23
Capital income
16
Kapitaleinkommen
16
Minimum-variance portfolio
14
Global minimum variance portfolio
13
Forecasting model
10
Prognoseverfahren
10
Risikomaß
10
Risk measure
10
CAPM
9
ARCH model
8
ARCH-Modell
8
global minimum variance portfolio
8
Anlageverhalten
7
Behavioural finance
7
Covariance matrix estimation
7
Global Minimum Variance Portfolio
7
Hedging
7
Portfolio optimization
7
Estimation
6
Estimation risk
6
James-Stein estimation
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
portfolio optimization
6
Factor analysis
5
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Undetermined
57
Free
46
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Article
88
Book / Working Paper
37
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Article in journal
68
Aufsatz in Zeitschrift
68
Working Paper
14
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
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5
research-article
1
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Language
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English
94
Undetermined
30
Portuguese
1
Author
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Frahm, Gabriel
9
Memmel, Christoph
9
Bodnar, Taras
5
Gatarek, Lukasz
5
Johansen, Søren
5
Tokpavi, Sessi
5
Hotta, Luiz K.
4
Santos, André A. P.
4
Trucíos, Carlos
4
Vaucher, Benoit
4
Zevallos, Mauricio
4
Chávez-Bedoya, Luis
3
Feldkircher, Martin
3
Golosnoy, Vasyl
3
Gruber, Thomas
3
Huber, Florian
3
Kempf, Alexander
3
Maillet, Bertrand
3
An, Yunbi
2
Avuglah, R. K.
2
Bauwens, Luc
2
Berger, Theo
2
Braga, Maria Debora
2
Candelon, Bertrand
2
Chiu, Wan-Yi
2
Dedu, Vincent
2
Dendramis, Yiannis
2
Du, Jiangze
2
Fieberg, Christian
2
Giraitis, Liudas
2
Hallin, Marc
2
Hildebrandt, Benno
2
Hong, Marshall
2
Hu, Jinjin
2
Hurlin, Christophe
2
Husmann, Sven
2
Hwang, Tienyu
2
Jiang, Chonghui
2
Kapetanios, George
2
Karaesmen, Fikri
2
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HAL
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Departamento Académico de Economía, Universidad del Pacífico
1
Department Volkswirtschaftlehre, Universität Bern
1
Deutsche Bundesbank
1
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
1
EconWPA
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
School of Economics and Management, University of Aarhus
1
Tinbergen Instituut
1
Université Paris-Dauphine (Paris IX)
1
Økonomisk Institut, Københavns Universitet
1
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Finance research letters
6
Journal of econometrics
6
Journal of banking & finance
4
Economic modelling
3
European journal of operational research : EJOR
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
The journal of asset management
3
Applied economics letters
2
Discussion Papers in Econometrics and Statistics
2
Discussion Papers in Statistics and Econometrics
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
MPRA Paper
2
Post-Print / HAL
2
Public Policy Review
2
Public policy review
2
Quantitative finance
2
Annals of economics and statistics
1
Annals of finance
1
Applied economics quarterly
1
Asia Pacific financial markets
1
Australian Journal of Management
1
CFR Working Paper
1
CFR Working Papers
1
CORE Discussion Papers
1
CREATES Research Papers
1
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
1
Computational Management Science : CMS
1
Computational Statistics & Data Analysis
1
Computational management science
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Discussion paper / Tinbergen Institute
1
Diskussionsschriften
1
ECARES working paper
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Econometrics
1
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Source
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ECONIS (ZBW)
77
RePEc
35
EconStor
12
Other ZBW resources
1
Showing
41
-
50
of
125
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41
Should investors join the index revolution? : evidence from around the world
Buehlmaier, Matthias M. M.
;
Kit, Pong Wong
- In:
The journal of asset management
21
(
2020
)
3
,
pp. 192-218
Persistent link: https://www.econbiz.de/10012292765
Saved in:
42
Rebalanceamento endógeno para portfólios de variância mínima
Demos, Guilherme
;
Pires, Thomas Henrique Schreurs
; …
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
4
,
pp. 544-570
Persistent link: https://www.econbiz.de/10011585643
Saved in:
43
Disentangling the role of variance and covariance information in portfolio selection problems
Santos, André A. P.
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10012194620
Saved in:
44
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
Saved in:
45
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
46
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
47
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing
minimum
variance
portfolio
Kim, Hee-Soo
;
Shin, Dong-wan
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
Saved in:
48
Optimal Hedging with the Vector Autoregressive Model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
with general cointegration rank. Our hedge is optimal in the sense of
minimum
variance
portfolio
. We consider a model that …
Persistent link: https://www.econbiz.de/10010377246
Saved in:
49
Optimal Hedging with the Vector Autoregressive Model
Gatarek, Lukasz
;
Johansen, Søren
-
Tinbergen Instituut
-
2014
with general cointegration rank. Our hedge is optimal in the sense of
minimum
variance
portfolio
. We consider a model that …
Persistent link: https://www.econbiz.de/10011257633
Saved in:
50
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
Økonomisk Institut, Københavns Universitet
-
2014
(CVAR) with general cointegration rank. Our hedge is optimal in the sense of
minimum
variance
portfolio
. We consider a model …
Persistent link: https://www.econbiz.de/10010937269
Saved in:
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