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Search: subject:"Moore"
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Moore
8
Moore-Penrose inverse
7
Estimation theory
4
Schätztheorie
4
EU
3
Gemeinsame Agrarpolitik
3
Klimaschutz
3
Naturschutz
3
Tangency portfolio
3
endogenous money
3
Afganistan
2
Anglo-Japanese alliance
2
Argentinian cruiser
2
Basil Moore
2
Bestand
2
Common Agricultural Policy
2
Cooperative TU-game
2
Correlation
2
Deutschland
2
Fuhrer-Moore Model
2
Funktionelle Merkmale
2
High-dimensional asymptotics
2
Hydrologie
2
Hypothesis testing
2
Joseph Moore
2
Kohlenstoffvorräte
2
Komura
2
Korea
2
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2
Landsdowne
2
Lord Roberts
2
Manchuria
2
Moor
2
Moore Law
2
Moore subtraction
2
Moore-Penrose pseudoinverse
2
Moore-Shapley interval solution
2
Moore’s Law
2
Nayashi
2
Organische Böden
2
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46
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Book / Working Paper
34
Article
11
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1
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Working Paper
17
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9
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9
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9
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3
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English
22
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15
German
7
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1
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1
Author
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Mazur, Stepan
5
Liebersbach, Horst
3
Osterburg, Bernhard
3
Röder, Norbert
3
Almeida, Charles
2
Bielefeldt, Judith
2
Bodnar, Taras
2
Boot, Tom
2
Bormann, Kristin
2
Drin, Svitlana
2
GREU, Victor
2
Gabriel, Marvin
2
Gärtner, Julian
2
Huang, Ke-Wei
2
Makowski, Vera
2
Moreira, Tito
2
Muhinyuza, Stanislas
2
Nguyen, Hoang
2
Nibbering, Didier
2
Nish, Ian
2
Oertel, Cornelius
2
Oyama, Mizuyo
2
Palanci, Osman
2
Pfaffner, Nora
2
Seimert, Marc
2
Souza, Geraldo
2
Sundararajan, Arun
2
Wellbrock, Nicole
2
Ahmed, Roman A.
1
Aksomaitis, Algimantas Jonas
1
Alfelt, Gustav
1
Alparslan-Gök, S. Zeynep
1
Arik, Murat
1
Athanasopoulos, George
1
Barauskas, Arūnas
1
Berškienė, Kristina
1
Bordalo, Gabriela
1
Brink, Rene (J.R.) van den
1
Byrne, Jay
1
COCRIŞ, Vasile
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
HAL
2
American Enterprise Institute
1
Bundesforschungsinstitut für Lädliche Räume, Wald und Fischerei, Johann Heinrich von Thünen-Institut (vTI)
1
Centro de Investigación y Docencia Económicas (CIDE)
1
Department of Econometrics and Business Statistics, Monash Business School
1
Economics and Finance Department, Jennings A. Jones College of Business
1
Johann Heinrich von Thünen-Institut
1
Kaunas University of Technology
1
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1
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1
NYU Stern School of Business
1
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Working Paper
4
Working paper
4
European Journal of Economics and Economic Policies: Intervention (EJEEP)
3
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3
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2
Discussion paper / Tinbergen Institute
2
Economics Bulletin
2
Romanian Distribution Committee Magazine
2
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1
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1
Italian economic journal : official peer-reviewed journal of the Italian Economic Association
1
LSE Research Online Documents on Economics
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Monash Econometrics and Business Statistics Working Papers
1
Post-Print / HAL
1
STICERD - International Studies Paper Series
1
Schriften der Wirtschaftswissenschaftlichen Gesellschaft zum Studium Niedersachsens e.V.
1
Sloan working papers
1
Studies / Economics and Finance Department, Jennings A. Jones College of Business
1
Studii Financiare (Financial Studies)
1
Thünen Working Papers
1
Veröffentlichungen / Niedersächsisches Amt für Landesplanung und Statistik / Reihe A, Forschungen zur Landes- und Volkskunde
1
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1
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1
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RePEc
20
ECONIS (ZBW)
13
EconStor
11
BASE
2
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1
Bilateral invoicing currency ratios : a methodology to calculate them from unilateral invoicing currency ratios
Yoshida, Yūshi
;
Rondeau, Fabien
-
2024
Persistent link: https://www.econbiz.de/10015064193
Saved in:
2
The virtue of transparency : how to maximize the utility of data without overfitting
Czasonis, Megan
;
Kritzman, Mark
;
Turkington, David
-
2024
-
This version: July 22, 2024
Persistent link: https://www.econbiz.de/10014583528
Saved in:
3
A test on the location of tangency portfolio for small sample size and singular covariance matrix
Drin, Svitlana
;
Mazur, Stepan
;
Muhinyuza, Stanislas
-
2023
In this paper, we propose the test for the location of the tangency portfolio on the set of feasible portfolios when both the population and the sample covariance matrices of asset returns are singular. We derive the exact distribution of the test statistic under both the null and alternative...
Persistent link: https://www.econbiz.de/10014551571
Saved in:
4
Methodenhandbuch für den Aufbau eines deutschlandweiten Moorbodenmonitorings für den Klimaschutz (MoMoK): Teil 2: Wald
Gabriel, Marvin
;
Gärtner, Julian
;
Pfaffner, Nora
; …
-
2023
Natürliche 'nasse'
Moore
sind von besonderer Bedeutung für den Klimaschutz, da sie große Mengen an organischem … Kohlenstoff speichern. Entwässerte
Moore
wiederum emittieren diesen Kohlenstoff in Form von Kohlenstoffdioxid (CO2) in die … Atmosphäre. Trotz eines geringen Flächenanteils von deutschlandweit ca. 5 % (= 1,8 Mio. ha) tragen entwässerte
Moore
inkl …
Persistent link: https://www.econbiz.de/10014476227
Saved in:
5
A test on the location of tangency portfolio for small sample size and singular covariance matrix
Drin, Svitlana
;
Mazur, Stepan
;
Muhinyuza, Stanislas
-
2023
In this paper, we propose the test for the location of the tangency portfolio on the set of feasible portfolios when both the population and the sample covariance matrices of asset returns are singular. We derive the exact distribution of the test statistic under both the null and alternative...
Persistent link: https://www.econbiz.de/10014441930
Saved in:
6
Methodenhandbuch für den Aufbau eines deutschlandweiten Moorbodenmonitorings für den Klimaschutz (MoMoK) : Teil 2: Wald
Gabriel, Marvin
;
Gärtner, Julian
;
Pfaffner, Nora
; …
-
2023
Natürliche „nasse“
Moore
sind von besonderer Bedeutung für den Klimaschutz, da sie große Mengen an organischem … Kohlenstoff speichern. Entwässerte
Moore
wiederum emittieren diesen Kohlenstoff in Form von Kohlenstoffdioxid (CO2) in die … Atmosphäre. Trotz eines geringen Flächenanteils von deutschlandweit ca. 5 % (= 1,8 Mio. ha) tragen entwässerte
Moore
inkl …
Persistent link: https://www.econbiz.de/10014474706
Saved in:
7
Grossman-Hart-
Moore
goes to Italy : rethinking the boundaries of the firm
De Ponti, Pietro
;
Gattai, Valeria
;
Natale, Piergiovanna
- In:
Italian economic journal : official peer-reviewed …
9
(
2023
)
3
,
pp. 907-941
Persistent link: https://www.econbiz.de/10014494023
Saved in:
8
Estimation of optimal portfolio compositions for small sample and singular covariance matrix
Bodnar, Taras
;
Mazur, Stepan
;
Nguyen, Hoang
-
2022
In the paper we consider the optimal portfolio choice problem under parameter uncertainty when the covariance matrix of asset returns is singular. Very useful stochastic representations are deduced for the characteristics of the expected utility optimal portfolio. Using these stochastic...
Persistent link: https://www.econbiz.de/10014331153
Saved in:
9
Estimation of optimal portfolio compositions for small sample and singular covariance matrix
Bodnar, Taras
;
Mazur, Stepan
;
Nguyen, Hoang
-
2022
In the paper we consider the optimal portfolio choice problem under parameter uncertainty when the covariance matrix of asset returns is singular. Very useful stochastic representations are deduced for the characteristics of the expected utility optimal portfolio. Using these stochastic...
Persistent link: https://www.econbiz.de/10013469613
Saved in:
10
Interval Solutions for Tu-games
van den Brink, Rene (J.R.)
;
Palanci, Osman
;
Gok, S. …
-
2017
of
Moore
(1979), we define an interval solution for TU-games, and we provide an axiomatization. …
Persistent link: https://www.econbiz.de/10011819487
Saved in:
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