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Search: subject_exact:"Robuste Statistik"
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Robust statistics
10
Robustes Verfahren
10
Portfolio selection
6
Portfolio-Management
6
Theorie
5
Theory
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
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Branger, Nicole
2
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2
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1
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Rossello, Damiano
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1
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Journal of banking & finance
European journal of operational research : EJOR
233
Operations research
79
Computers & operations research : and their applications to problems of world concern ; an international journal
67
Operations research letters
55
International journal of production research
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Journal of econometrics
44
Transportation research / E : an international journal
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INFORMS journal on computing : JOC
32
Mathematics of operations research
32
International journal of production economics
31
Omega : the international journal of management science
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Economics letters
28
Insurance / Mathematics & economics
27
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
27
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
26
Journal of economic theory
25
Econometric theory
20
OR spectrum : quantitative approaches in management
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Computational Management Science : CMS
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Journal of the American Statistical Association : JASA
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Energy economics
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Quantitative finance
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Journal of economic dynamics & control
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EURO journal on computational optimization
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Journal of the Operational Research Society : OR
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Operational research : an international journal
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Finance and stochastics
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Journal of the Operational Research Society
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Mathematical methods of operations research
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
10
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1
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
2
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
3
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
4
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
5
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
Saved in:
6
A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân
;
Pachamanova, Dessislava A.
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491
Saved in:
7
Emerging markets and heavy tails
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
Saved in:
8
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
9
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
10
Beyond Sharpe ratio : optimal asset allocation using different performance ratios
Farinelli, Simone
;
Ferreira, Manuel
;
Rossello, Damiano
; …
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2057-2063
Persistent link: https://www.econbiz.de/10003778591
Saved in:
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