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  • Search: subject:"Positive semidefinite"
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Year of publication
Subject
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Estimation theory 5 Positive semidefinite 5 Schätztheorie 5 Theorie 5 Theory 5 Correlation 4 Korrelation 4 Mathematical programming 4 Mathematische Optimierung 4 computer program 4 positive semi-definite 3 positive semidefinite 3 Cholesky decomposition 2 Integrated covariance 2 Non-synchronous trading 2 Portfolio selection 2 Portfolio-Management 2 Ranking method 2 Ranking-Verfahren 2 Realized covariance 2 Rebonato-Jäckel 2 Risiko 2 Risk 2 Stochastic process 2 Stochastischer Prozess 2 maximum norm 2 risk aggregation 2 simulation 2 solvency II 2 Affine processes 1 Aggregation 1 Algorithm 1 Algorithmus 1 Alternating projections 1 Analysis of variance 1 Bipower variation 1 Blomqvist’s signum 1 Boolean Functions 1 Bradley’s absolute correlation 1 Chebyshev 1
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Online availability
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Undetermined 11 Free 9 CC license 1
Type of publication
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Article 15 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Article 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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English 11 Undetermined 10
Author
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Mishra, SK 4 Boudt, Kris 2 Gouveia, João 2 Laurent, Sébastien 2 Lunde, Asger 2 Milhaud, Xavier 2 Poncelet, Victorien 2 Quaedvlieg, Rogier 2 Saillard, Clement 2 Al-Homidan, Suliman 1 Asimit, Vali 1 Berge, Jos 1 Caillez, Francis 1 Cao, Jinde 1 Christensen, Kimberly 1 Fawzi, Hamza 1 Gao, Yun 1 Gribling, Sander 1 Hu, Manfeng 1 Kim, Bara 1 Kim, Jeongsim 1 Kuntz, Pascale 1 Kwan, Clarence C. Y. 1 Law, Baron 1 Mayerhofer, Eberhard 1 Parrilo, Pablo A. 1 Podolskij, Mark 1 Robinson, Richard Z. 1 Rui, Zhu 1 Sauri, Orimar 1 Snijders, Tom 1 Thamrongrat, Nopporn 1 Thomas, Rekha R. 1 Veliyev, B. 1 Wang, Runshi 1 Xu, Xianyun 1 Yang, Yongqing 1 Zegers, Frits 1 Zhou, Feng 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 School of Economics and Management, University of Aarhus 1
Published in...
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MPRA Paper 4 Journal of econometrics 2 Psychometrika 2 Risks : open access journal 2 CREATES Research Papers 1 Central European Journal of Operations Research 1 Dissertation Series CentER 1 Financial markets and portfolio management 1 Insurance / Mathematics & economics 1 International journal of theoretical and applied finance : IJTAF 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Operations research letters 1 Risks 1 Stochastic Processes and their Applications 1
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Source
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ECONIS (ZBW) 10 RePEc 10 EconStor 1
Showing 21 - 21 of 21
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Computational aspects of the greatest lower bound to the reliability and constrained minimum trace factor analysis
Berge, Jos; Snijders, Tom; Zegers, Frits - In: Psychometrika 46 (1981) 2, pp. 201-213
Persistent link: https://www.econbiz.de/10005603579
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