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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
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14
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7
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7
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5
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English
94
Undetermined
30
Portuguese
1
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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
31
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40
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125
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31
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
32
High dimensional
minimum
variance
portfolio
estimation under statistical factor models
Ding, Yi
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
Saved in:
33
Do portfolio diversification benefits exist? : a study of selected developed and emerging markets
Patel, Ritesh Jayantibhai
- In:
Applied economics quarterly
67
(
2021
)
2
,
pp. 177-198
Persistent link: https://www.econbiz.de/10013334312
Saved in:
34
Reduction of estimation risk in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
Saved in:
35
On the long-only
minimum
variance
portfolio
under single factor model
Qi, Hou-Duo
- In:
Operations research letters
49
(
2021
)
5
,
pp. 795-801
Persistent link: https://www.econbiz.de/10013207450
Saved in:
36
Undiversifying during crises : is it a good idea?
Giuzio, Margherita
;
Paterlini, Sandra
-
2016
Persistent link: https://www.econbiz.de/10011593655
Saved in:
37
High-dimensional
minimum
variance
portfolio
estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
38
International effects of a compression of euro area yield curves
Feldkircher, Martin
;
Gruber, Thomas
;
Huber, Florian
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012226140
Saved in:
39
Eigenportfolios of US equities for the exponential correlation model
Akansu, Ali N.
;
Xiong, Anqi
- In:
The journal of investment strategies
9
(
2020
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012597129
Saved in:
40
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
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