//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Robuste Statistik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Robust statistics
20
Robustes Verfahren
20
Theorie
11
Theory
11
Portfolio selection
6
Portfolio-Management
6
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Estimation theory
4
Schätztheorie
4
Ambiguity
3
Asymmetric information
3
Asymmetrische Information
3
Capital income
3
Kapitaleinkommen
3
Regression analysis
3
Regressionsanalyse
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Agency theory
2
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Learning
2
Market microstructure
2
Marktmikrostruktur
2
Nichtkooperatives Spiel
2
Noncooperative game
2
Prinzipal-Agent-Theorie
2
Risikoprämie
2
Risk premium
2
Robust control
2
Stochastic volatility
2
robust estimation
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asset-liability management
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Bergemann, Dirk
2
Branger, Nicole
2
Larsen, Linda Sandris
2
Miao, Jianjun
2
Morris, Stephen
2
Sun, Yixiao
2
Calonico, Sebastian
1
Carroll, Gabriel
1
Cattaneo, Matias D.
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Farinelli, Simone
1
Ferrando, Sebastian
1
Ferreira, Manuel
1
Griffin, Jim
1
Gülpınar, Nalân
1
Hu, Jinjin
1
Ibragimov, Marat
1
Ibragimov, Rustam Ju.
1
Jessen, Cathrine
1
Jin, Sainan
1
Ju, Nengjiu
1
Kalai, Ehud
1
Kattuman, Paul A.
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lando, David
1
Munk, Claus
1
Mykland, Per A.
1
Oberoi, Jaideep
1
Oduro, Samuel D.
1
Pachamanova, Dessislava A.
1
Phillips, Peter C. B.
1
Rivera, Alejandro
1
Rossello, Damiano
1
Rubtsov, Alexey
1
Thoeny, Markus
1
Tibiletti, Luisa
1
Titiunik, Rocio
1
Xing, Xin
1
more ...
less ...
Published in...
All
Journal of banking & finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
233
Operations research
81
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
36
INFORMS journal on computing : JOC
32
Mathematics of operations research
32
International journal of production economics
31
Omega : the international journal of management science
31
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
20
Computational Management Science : CMS
19
Journal of the American Statistical Association : JASA
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Energy economics
16
Quantitative finance
15
Economic modelling
14
Journal of economic dynamics & control
14
EURO journal on computational optimization
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Finance research letters
13
Journal of the Operational Research Society : OR
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
12
Operational research : an international journal
12
Econometric reviews
11
Finance and stochastics
11
Journal of the Operational Research Society
11
Mathematical methods of operations research
11
Production and operations management : the flagship research journal of the Production and Operations Management Society
11
Applied economics letters
10
Computational economics
10
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
20
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Robustness and separation in multidimensional screening
Carroll, Gabriel
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
2
,
pp. 453-488
Persistent link: https://www.econbiz.de/10011778664
Saved in:
3
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
4
Robust contracts in continuous time
Miao, Jianjun
;
Rivera, Alejandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1405-1440
Persistent link: https://www.econbiz.de/10011611100
Saved in:
5
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:
6
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:
7
Robust nonparametric confidence intervals for regression-discontinuity designs
Calonico, Sebastian
;
Cattaneo, Matias D.
;
Titiunik, Rocio
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2295-2326
Persistent link: https://www.econbiz.de/10011560363
Saved in:
8
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2327-2370
Persistent link: https://www.econbiz.de/10011560365
Saved in:
9
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:
10
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:
11
Robust predictions in games with incomplete information
Bergemann, Dirk
;
Morris, Stephen
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1251-1308
Persistent link: https://www.econbiz.de/10009793523
Saved in:
12
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:
13
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:
14
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:
15
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:
16
Ambiguity, learning, and asset returns
Ju, Nengjiu
;
Miao, Jianjun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10009535006
Saved in:
17
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:
18
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
19
Robust mechanism design
Bergemann, Dirk
;
Morris, Stephen
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1771-1814
Persistent link: https://www.econbiz.de/10003185682
Saved in:
20
Large robust games
Kalai, Ehud
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1631-1665
Persistent link: https://www.econbiz.de/10002435447
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->