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~subject:"Portfolio-Management"
~isPartOf:"Finance research letters"
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Portfolio-Management
Analysis of variance
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Varianzanalyse
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Estimation theory
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Schätztheorie
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Volatility
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Volatilität
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Time series analysis
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Hedging
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Capital income
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Estimation
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Global minimum variance portfolio
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Minimum variance portfolio
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Option pricing theory
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Optionspreistheorie
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Bet against beta
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Finance research letters
Journal of empirical finance
10
Journal of econometrics
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European journal of operational research : EJOR
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Working paper series / University of Zurich, Department of Economics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of banking & finance
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Financial markets and portfolio management
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Insurance / Mathematics & economics
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Journal of financial econometrics
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Operations research letters
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Annals of finance
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Applied economics
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Discussion papers in statistics and econometrics
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanz- und Rechnungswesen
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International journal of financial engineering
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International journal of forecasting
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Journal of investment management : JOIM
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Reihe Quantitative Ökonomie : Ökon
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Research notes in economics & statistics
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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The European journal of finance
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The review of financial studies
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22-334
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65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings
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Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
2
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
3
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
Finance research letters
24
(
2018
),
pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
Saved in:
4
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi
;
Jiang, Ching-hai
- In:
Finance research letters
19
(
2016
),
pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Saved in:
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