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  • Search: subject:"nonstandard errors"
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Year of publication
Subject
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Low-Risk Investing 8 Methodology 8 Nonstandard Errors 8 Portfolio Construction 8 Theorie 7 Theory 7 Anlageverhalten 5 Behavioural finance 5 Financial investment 5 Kapitalanlage 5 Portfolio selection 5 Portfolio-Management 5 nonstandard errors 4 Conflicting evidence 2 Statistical error 2 Statistischer Fehler 2 confidence interval 2 information aggregation 2 meta-analysis 2 prediction interval 2 random-effects model 2 Asset allocation 1 Asset pricing anomalies 1 Börsenkurs 1 CAPM 1 Capital income 1 Forecasting model 1 Kapitaleinkommen 1 Meta-Analyse 1 Meta-analysis 1 Prognoseverfahren 1 Risiko 1 Risk 1 Share price 1 forking paths 1 multi-path inference 1 multiverse analysis 1 p-hacking 1 resampling 1 research replicability 1
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Online availability
All
Free 10 Undetermined 2
Type of publication
All
Book / Working Paper 12
Type of publication (narrower categories)
All
Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
All
English 12
Author
All
Cirulli, Antonello 8 De Nard, Gianluca 8 Traut, Joshua 8 Walker, Patrick 8 Coqueret, Guillaume 2 Magnus, Jan R. 2 Vasnev, Andrey L. 2 Battistella, Arnaud 1 Bertrand, Jean-Charles 1 McLoughlin, Nicholas 1 Pérignon, Christophe 1
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Published in...
All
Working Paper 4 Working paper series / University of Zurich, Department of Economics 4 HEC Paris research paper series 2 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
All
ECONIS (ZBW) 7 EconStor 5
Showing 1 - 10 of 12
Cover Image
More information, less precision : meta-analysis through random effects
Magnus, Jan R.; Vasnev, Andrey L. - 2025
Given several studies (inputs) of some phenomenon of interest, each input presents an estimate of a key parameter with an associated estimated precision. The random-effects model used in meta-analysis estimates this parameter based on a decomposition of the error term into within-input noise and...
Persistent link: https://www.econbiz.de/10015450626
Saved in:
Cover Image
Low risk, high variability : practical guide for portfolio construction
Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025 - Revised version, July 2025
insights and practical applications, offering actionable guidance to investors on limiting nonstandard errors. …
Persistent link: https://www.econbiz.de/10015438465
Saved in:
Cover Image
The multiverse across asset classes : design uncertainty in asset allocations
Battistella, Arnaud; Bertrand, Jean-Charles; Coqueret, … - 2025
Persistent link: https://www.econbiz.de/10015618265
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Cover Image
Low risk, high variability: Practical guide for portfolio construction
Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025
to nonstandard errors in portfolio modeling and emphasize the necessity of robust strategies in low-risk investing. …
Persistent link: https://www.econbiz.de/10015327136
Saved in:
Cover Image
Low risk, high variability: Practical guide for portfolio construction
Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025
to limiting nonstandard errors in portfolio modeling and emphasize the necessity of robust strategies in low …
Persistent link: https://www.econbiz.de/10015395882
Saved in:
Cover Image
Low risk, high variability: Practical guide for portfolio construction
Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025
insights and practical applications, offering actionable guidance to investors on limiting nonstandard errors. …
Persistent link: https://www.econbiz.de/10015574949
Saved in:
Cover Image
Low risk, high variability: Practical guide for portfolio construction
Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025
insights and practical applications, offering actionable guidance to investors on limiting nonstandard errors. …
Persistent link: https://www.econbiz.de/10015448136
Saved in:
Cover Image
More information, less precision: Meta-analysis through random effects
Magnus, Jan R.; Vasnev, Andrey L. - 2025
Given several studies (inputs) of some phenomenon of interest, each input presents an estimate of a key parameter with an associated estimated precision. The random-effects model used in meta-analysis estimates this parameter based on a decomposition of the error term into within-input noise and...
Persistent link: https://www.econbiz.de/10015532248
Saved in:
Cover Image
Persistent anomalies and nonstandard errors
Coqueret, Guillaume; Pérignon, Christophe - 2025
Persistent link: https://www.econbiz.de/10015551593
Saved in:
Cover Image
Low risk, high variability : practical guide for portfolio construction
Cirulli, Antonello; De Nard, Gianluca; Traut, Joshua; … - 2025 - Revised version, November 2025
insights and practical applications, offering actionable guidance to investors on limiting nonstandard errors. …
Persistent link: https://www.econbiz.de/10015532911
Saved in:
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