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  • Search: subject:"stochastic representation"
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Year of publication
Subject
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stochastic representation 12 Stochastic process 9 Stochastischer Prozess 9 Portfolio selection 7 Portfolio-Management 7 Stochastic representation 7 Theorie 6 Theory 6 Statistical distribution 5 Statistische Verteilung 5 high-dimensional asymptotics 5 Asset allocation 4 Estimation theory 3 Schätztheorie 3 matrix variate skew-normal distribution 3 tangency portfolio 3 Archimedean copulas 2 Bayes-Statistik 2 Bayesian inference 2 Mathematical programming 2 Mathematische Optimierung 2 Multivariate Verteilung 2 Multivariate distribution 2 Risiko 2 Risk 2 elliptical copulas 2 generalization 2 random matrix theory 2 tilting 2 Algorithm 1 Algorithmus 1 Asset pricing model 1 Bayesian analysis 1 Black-Litterman model 1 CAPM 1 Capital allocation 1 Capital income 1 Conditional distribution 1 Convexity 1 Decision under uncertainty 1
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Online availability
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Undetermined 11 Free 10 CC license 1
Type of publication
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Article 13 Book / Working Paper 8
Type of publication (narrower categories)
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Working Paper 8 Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 3 Graue Literatur 2 Non-commercial literature 2 Article 1 Forschungsbericht 1
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Language
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English 16 Undetermined 5
Author
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Mazur, Stepan 8 Bodnar, Taras 7 Parolya, Nestor 5 Thorsén, Erik 4 Javed, Farrukh 3 Bauder, David 2 Hofert, Marius 2 Okhrin, Yarema 2 Arellano-Valle, Reinaldo B. 1 Blier-Wong, Christopher 1 Chaganty, N. Rao 1 Chen, John 1 Cossette, Hélène 1 Deng, Yihao 1 Dette, Holger 1 Ekstrom, Erik 1 Genton, Marc G. 1 Gupta, Arjun 1 Kan, Raymond 1 Liu, Yin 1 Lotstedt, Per 1 Marceau, Etienne 1 Muhinyuza, Stanislas 1 Ngailo, Edward 1 Qin, Hong 1 Sabo, Roy T. 1 Schmid, Wolfgang 1 Spady, Richard Henry 1 Stouli, Sami 1 Su, Xia 1 Tian, Guo-Liang 1 Tysk, Johan 1 Wang, Xiaolu 1 Zhang, Chi 1 Zheng, Xinghua 1 Ziegel, Johanna 1 Ziegel, Johanna F. 1
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Institution
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1
Published in...
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Working Paper 4 Journal of Multivariate Analysis 2 Annals of the Institute of Statistical Mathematics 1 Applied Mathematical Finance 1 Bonn Econ Discussion Papers 1 Computational Statistics & Data Analysis 1 Discussion paper / University of Bristol, Department of Economics 1 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 Insurance / Mathematics & economics 1 International journal of theoretical and applied finance 1 Journal of financial economics 1 Journal of the Operational Research Society 1 Quantitative finance 1 Risks 1 Risks : open access journal 1 Working paper 1
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Source
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ECONIS (ZBW) 10 EconStor 6 RePEc 5
Showing 21 - 21 of 21
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A class of multivariate skew-normal models
Gupta, Arjun; Chen, John - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 305-315
Persistent link: https://www.econbiz.de/10005395541
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