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  • Search: subject:"parameter uncertainty"
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Year of publication
Subject
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parameter uncertainty 105 Parameter uncertainty 84 Theorie 72 Theory 66 Risiko 65 Risk 62 Portfolio-Management 27 Portfolio selection 26 Decision under uncertainty 22 Entscheidung unter Unsicherheit 22 Estimation theory 22 Forecasting model 22 Prognoseverfahren 22 Schätztheorie 22 Bayes-Statistik 19 Bayesian inference 19 Geldpolitik 18 Monetary policy 18 Optimal monetary policy 13 Capital income 12 Kapitaleinkommen 12 Robust statistics 12 Robustes Verfahren 12 monetary policy 10 Parameter Uncertainty 9 interest rate smoothing 9 Monte Carlo simulation 8 Taylor rule 8 Yield curve 8 Zinsstruktur 8 Bayesian learning 7 Estimation 7 Markov chain 7 Markov-Kette 7 Monte-Carlo-Simulation 7 Schätzung 7 inflation targeting 7 natural unemployment rate 7 optimal learning 7 optimal monetary policy 7
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Online availability
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Undetermined 95 Free 92 CC license 2
Type of publication
All
Article 121 Book / Working Paper 89
Type of publication (narrower categories)
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Article in journal 83 Aufsatz in Zeitschrift 83 Working Paper 34 Arbeitspapier 17 Graue Literatur 15 Non-commercial literature 15 Article 3 research-article 3 Conference paper 1 Forschungsbericht 1 Konferenzbeitrag 1
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Language
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English 142 Undetermined 65 Hungarian 2 French 1
Author
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Bodnar, Taras 12 Söderström, Ulf 9 Fugazza, Carolina 7 Guidolin, Massimo 7 Nicodano, Giovanna 7 Wieland, Volker 7 Sampson, Michael J. 5 Schmid, Wolfgang 5 Traficante, Guido 5 Bontemps, Christian 4 Bursian, Dirk 4 Fehrle, Daniel 4 Heiberger, Christopher 4 Huber, Johannes 4 Ni, Shawn 4 Parolya, Nestor 4 Ratti, Ronald A. 4 Roth, Markus 4 Tokpavi, Sessi 4 Vaucher, Benoit 4 Górajski, Mariusz 3 Ma, Yizhong 3 Maillet, Bertrand 3 Ouyang, Linhan 3 Rigamonti, Andrea 3 Ruiz, Esther 3 Sirichand, Kavita 3 Tu, Yiliu 3 Weissensteiner, Alex 3 Bacchetta, Philippe 2 Bams, Dennis 2 Banerjee, Anindya 2 Blanchard, Gildas 2 Bodnar, Olha 2 Brekke, Kjell Arne 2 Børing, Pål 2 Gerke, Rafael 2 Giesen, Sebastian 2 Hall, Stephen 2 Ilbas, Pelin 2
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Institution
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C.E.P.R. Discussion Papers 4 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 3 Departamento de Estadistica, Universidad Carlos III de Madrid 3 Center for Financial Studies 2 Department of Economics, Leicester University 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Institut für Weltwirtschaft (IfW) 2 Reserve Bank of Australia 2 Sveriges Riksbank 2 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, European University Institute 1 Department of Economics, University of Oregon 1 EconWPA 1 Econometric Society 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Erasmus University Rotterdam, Econometric Institute 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 Institute for Transportation Studies (ITS), University of California-Berkeley 1 Institutionen för Nationalekonomi, Umeå Universitet 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Norges Bank 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 Rimini Centre for Economic Analysis (RCEA) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Statistisk Sentralbyrå, Government of Norway 1 Suomen Pankki 1 Toulouse School of Economics (TSE) 1 University of Toronto, Department of Economics 1 Université Paris-Dauphine (Paris IX) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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CEPR Discussion Papers 4 European journal of operational research : EJOR 4 Journal of forecasting 4 Management Science 4 CeRP Working Papers 3 Insurance / Mathematics & economics 3 Journal of empirical finance 3 Omega : the international journal of management science 3 Scandinavian actuarial journal 3 Statistics and Econometrics Working Papers 3 Working Paper 3 Annals of economics and finance 2 Applied economics 2 BGPE Discussion Paper 2 CFS Working Paper Series 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Discussion Papers in Economics 2 Discussion paper 2 Economics Bulletin 2 Energy economics 2 European Journal of Operational Research 2 Finance research letters 2 International journal of production research 2 Journal of banking & finance 2 Journal of economic theory 2 Journal of financial economics 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Quantitative Finance 2 Quantitative finance 2 RBA Research Discussion Papers 2 Risks 2 Risks : open access journal 2 SAFE Working Paper 2 SSE/EFI Working Paper Series in Economics and Finance 2 Studies in Economics and Finance 2 Sveriges Riksbank Working Paper Series 2 Sveriges Riksbank working paper series 2 Temi di discussione / Banca d'Italia 2 The B.E. journal of macroeconomics 2 The journal of asset management 2
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Source
All
ECONIS (ZBW) 100 RePEc 86 EconStor 20 Other ZBW resources 4
Showing 71 - 80 of 210
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Evaluating option pricing model performance using model uncertainty
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502926
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Optimal policy and taylor rule cross-checking under parameter uncertainty
Bursian, Dirk; Roth, Markus - 2013
case of parameter uncertainty. Adjusting monetary policy based on this kind of cross-checking can improve the outcome for …
Persistent link: https://www.econbiz.de/10010327808
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Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach
Maillet, Bertrand Bruno; Tokpavi, Sessi; Vaucher, Benoit - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013
parameter uncertainty. Using a robust control approach, we introduce a portfolio rule for investors who wish to invest in the … global minimum variance portfolio due to its strong historical track record but seek a rule that is robust to parameter … uncertainty. Our robust portfolio theoretically corresponds to the global minimum variance portfolio in the worst-case scenario …
Persistent link: https://www.econbiz.de/10010896315
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Moment-Based Tests for Discrete Distributions
Bontemps, Christian - Institut d'Économie Industrielle (IDEI), Toulouse … - 2013
consists in correcting for the parameter uncertainty considering the power function under local alternatives. The special …
Persistent link: https://www.econbiz.de/10010944622
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Optimal policy and taylor rule cross-checking under parameter uncertainty
Bursian, Dirk; Roth, Markus - Research Center SAFE (Sustainable Architecture for … - 2013
case of parameter uncertainty. Adjusting monetary policy based on this kind of cross-checking can improve the outcome for …
Persistent link: https://www.econbiz.de/10010955154
Saved in:
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Optimal policy and taylor rule cross-checking under parameter uncertainty
Bursian, Dirk; Roth, Markus - 2013
case of parameter uncertainty. Adjusting monetary policy based on this kind of cross-checking can improve the outcome for …
Persistent link: https://www.econbiz.de/10010226632
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A comparative study of pricing approaches for longevity instruments
Leung, Melvern; Fung, Man Chung; O'Hare, Colin - In: Insurance / Mathematics & economics 82 (2018), pp. 95-116
Persistent link: https://www.econbiz.de/10011929842
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Determination and estimation of risk aversion coefficients
Bodnar, Taras; Okhrin, Yarema; Vitlinskyy, Valdemar; … - In: Computational Management Science : CMS 15 (2018) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10011876592
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Parameter uncertainty and reserve risk under Solvency II
Fröhlich, Andreas; Weng, Annegret - In: Insurance / Mathematics & economics 81 (2018), pp. 130-141
Persistent link: https://www.econbiz.de/10011904638
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Monetary policy with parameter uncertainty in small-open economy
Traficante, Guido - In: International economic journal 32 (2018) 1, pp. 120-131
Persistent link: https://www.econbiz.de/10011891390
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