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Search: subject_exact:"Robuste Statistik"
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Robust statistics
13
Robustes Verfahren
13
Portfolio selection
6
Portfolio-Management
6
Estimation theory
5
Schätztheorie
5
Robust optimization
3
Theorie
3
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3
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2
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2
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2
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Decision under uncertainty
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Elasticity of intertemporal substitution
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Han, Yingwei
2
Kim, Tae-hwan
2
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2
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2
Ando, Masakazu
1
Bonato, Matteo
1
Chen, Yu
1
Fabozzi, Frank J.
1
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1
Hosseini-Nodeh, Zohreh
1
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1
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1
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1
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Finance research letters
European journal of operational research : EJOR
243
Operations research
85
Computers & operations research : and their applications to problems of world concern ; an international journal
67
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Operations research letters
55
International journal of production research
54
Discussion paper / Center for Economic Research, Tilburg University
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Journal of econometrics
45
Omega : the international journal of management science
36
Transportation research / E : an international journal
36
Mathematics of operations research
33
INFORMS journal on computing : JOC
32
International journal of production economics
31
KBI
31
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
30
Economics letters
28
Insurance / Mathematics & economics
27
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
27
Journal of economic theory
26
CentER Discussion Paper Series
20
Econometric theory
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OR spectrum : quantitative approaches in management
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Computational Management Science : CMS
19
Journal of the American Statistical Association : JASA
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NBER working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
NBER Working Paper
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Economic modelling
16
Energy economics
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Quantitative finance
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Cahiers du Département d'Econométrie
15
Discussion paper / Tinbergen Institute
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Working paper
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Cowles Foundation discussion paper
14
Discussion paper series / IZA
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Discussion papers of interdisciplinary research project 373
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Journal of economic dynamics & control
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Manufacturing & service operations management : M & SOM
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ECONIS (ZBW)
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1
Portfolio optimization using robust mean absolute deviation model : Wasserstein metric approach
Hosseini-Nodeh, Zohreh
;
Shiraz, Rashed Khanjani
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472705
Saved in:
2
Robust forecasting with scaled independent component analysis
Shu, Lei
;
Lu, Feiyang
;
Chen, Yu
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014286507
Saved in:
3
Robust leverage decision under locked wealth and high-water mark contract
Luo, Deqing
;
Wu, Xiaoping
;
Xu, Jiawen
;
Yan, Jingzhou
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013342020
Saved in:
4
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
5
Dynamic robust portfolio selection with copulas
Han, Yingwei
;
Li, Ping
;
Xia, Yong
- In:
Finance research letters
21
(
2017
),
pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Saved in:
6
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu
;
Lee, Seungkyu
;
Lim, Byung Hwa
- In:
Finance research letters
18
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Saved in:
7
Portfolio optimization using asymmetry robust mean absolute deviation model
Li, Ping
;
Han, Yingwei
;
Xia, Yong
- In:
Finance research letters
18
(
2016
),
pp. 353-362
Persistent link: https://www.econbiz.de/10011657302
Saved in:
8
Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
Saved in:
9
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
10
Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo
- In:
Finance research letters
8
(
2011
)
2
,
pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
Saved in:
11
Robust general equilibrium under stochastic volatility model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Finance research letters
7
(
2010
)
4
,
pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Saved in:
12
The robustness of asset pricing models : Coskewness and cokurtosis
Ando, Masakazu
;
Hodoshima, Jiro
- In:
Finance research letters
3
(
2006
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10003333930
Saved in:
13
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
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