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type_genre:"Aufsatz im Buch"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation theory"
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Portfolio selection
Estimation theory
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
3
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Risk assessment : decisions in banking and finance
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; volume 244, number 2 (September 2016)
1
Betriebswirtschaftliche Anwendungen des Soft Computing : neuronale Netze, Fuzzy-Systeme und evolutionäre Algorithmen
1
Crisis, credit and resource misallocation : evidence from Europe during the Great Recession : 1st Policy Research Conference of the European Central Banking Network
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Forecasting expected returns in the financial markets
1
Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen
1
Mathematische Methoden der Wirtschaftswissenschaften : Festschrift für Otto Opitz
1
Modelling techniques for financial markets and bank management
1
Multiple criteria decision making : proceedings of the 12th International Conference, Hagen (Germany)
1
Nonlinear economic models : cross-sectional, times series and neural network applications
1
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Risk management decisions and wealth management in financial economics
1
The Oxford handbook of Bayesian econometrics
1
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1
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Ben Salah, Hanene
;
Chaouch, Mohamed
;
Gannoun, Ali
- In:
Risk management decisions and wealth management in …
,
(pp. 653-681)
.
2018
Persistent link: https://www.econbiz.de/10011871715
Saved in:
2
The efficiency of banks’ credit portfolio allocation : an application of kernel density estimation on a panel of Albanian banking system data
Tanku, Altin
;
Dushku, Elona
;
Ceca, Kliti
- In:
Crisis, credit and resource misallocation : evidence …
,
(pp. 171-203)
.
2017
Persistent link: https://www.econbiz.de/10011643699
Saved in:
3
Multi-period cardinality constrained portfolio selection models with interval coefficients
Liu, Yong-Jun
;
Zhang, Wei-guo
;
Wang, Jun-Bo
-
2016
Persistent link: https://www.econbiz.de/10011547224
Saved in:
4
Bayesian Methods In Finance
Jacquier, Eric
;
Polson, Nicholas
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476734
Saved in:
5
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
6
Statistical inference for sharpe ratio
Schmid, Friedrich
;
Schmidt, Rafael
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 337-357)
.
2010
Persistent link: https://www.econbiz.de/10003940957
Saved in:
7
Statistical inference for sharpe ratio
Schmid, Friedrich
;
Schmidt, Rafael
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 337-357)
.
2010
Persistent link: https://www.econbiz.de/10008746585
Saved in:
8
On the benefits of robust asset allocation for CPPI strategies
Schöttle, Katrin
;
Werner, Ralf
- In:
Alternative investments and strategies : credit, …
,
(pp. 295-326)
.
2010
Persistent link: https://www.econbiz.de/10008655199
Saved in:
9
Evidence on time-varying factor models for equity portfolio construction
Ebner, Markus
;
Neumann, Thorsten
- In:
Risk assessment : decisions in banking and finance
,
(pp. 11-14)
.
2008
Persistent link: https://www.econbiz.de/10003781592
Saved in:
10
Portfolio selection with common correlation mixture models
Haas, Markus
;
Mittnik, Stefan
- In:
Risk assessment : decisions in banking and finance
,
(pp. 47-76)
.
2008
Persistent link: https://www.econbiz.de/10003781608
Saved in:
11
A step-by-step guide to the Black-Litterman model : incorporating user-specified confidence levels
Idzorek, Thomas
- In:
Forecasting expected returns in the financial markets
,
(pp. 17-38)
.
2007
Persistent link: https://www.econbiz.de/10003557920
Saved in:
12
How to incorporate estimation risk into Markowitz optimization
Kempf, Alexander
;
Kreuzberg, Klaus
;
Memmel, Christoph
- In:
Operations research proceedings 2001 : selected papers …
,
(pp. 175-182)
.
2002
Persistent link: https://www.econbiz.de/10001677508
Saved in:
13
Mathematische Methoden des Marktrisikomanagements
Locarek-Junge, Hermann
- In:
Mathematische Methoden der Wirtschaftswissenschaften : …
,
(pp. 258-271)
.
1999
Persistent link: https://www.econbiz.de/10001426459
Saved in:
14
Die Beurteilung von Marktrisiken mit künstlichen neuronalen Netzen
Locarek-Junge, Hermann
- In:
Betriebswirtschaftliche Anwendungen des Soft Computing …
,
(pp. 127-144)
.
1998
Persistent link: https://www.econbiz.de/10001303748
Saved in:
15
Estimating value-at-risk using neural networks
Locarek-Junge, Hermann
- In:
Informationssysteme in der Finanzwirtschaft : mit 35 …
,
(pp. 385-397)
.
1998
Persistent link: https://www.econbiz.de/10001303892
Saved in:
16
Measuring and managing credit portfolio risk
Wilson, Thomas Charles
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 259-306)
.
1998
Persistent link: https://www.econbiz.de/10001305352
Saved in:
17
On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D.
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 189-232)
.
1998
Persistent link: https://www.econbiz.de/10001305354
Saved in:
18
Portfolio analysis based on the shortfall concept
Matthes, Rainer
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 147-160)
.
1998
Persistent link: https://www.econbiz.de/10001305356
Saved in:
19
Econometric issues related to errors in variables in financial models
Maddala, Gangadharrao S.
- In:
Econometrics and economic theory in the 20th century : …
,
(pp. 414-432)
.
1998
Persistent link: https://www.econbiz.de/10001548940
Saved in:
20
Genetic algorithms and trading rules
Pereira, Robert
- In:
Nonlinear economic models : cross-sectional, times …
,
(pp. 191-210)
.
1997
Persistent link: https://www.econbiz.de/10001302939
Saved in:
21
A comparison between goal programming and regression analysis for portfolio selection
Tamiz, Mehrdad
- In:
Multiple criteria decision making : proceedings of the …
,
(pp. 421-432)
.
1997
Persistent link: https://www.econbiz.de/10001320327
Saved in:
22
Uncertainty about input data in portfolio management
Dupačová, Jitka
- In:
Modelling techniques for financial markets and bank …
,
(pp. 17-33)
.
1996
Persistent link: https://www.econbiz.de/10001292512
Saved in:
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