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~subject:"Portfolio selection"
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Robust Predictive Regression
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Portfolio selection
Theorie
149
Theory
149
Estimation theory
89
Schätztheorie
89
Nichtparametrisches Verfahren
70
Nonparametric statistics
68
Volatilität
55
Estimation
54
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54
Portfolio-Management
45
Risikoprämie
42
Forecasting model
41
Optionspreistheorie
41
Prognoseverfahren
41
Volatility
40
Bootstrap approach
37
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37
Statistischer Test
37
Option pricing theory
36
Risk premium
36
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36
Statistical test
35
Capital income
33
Kapitaleinkommen
33
Yield curve
33
Börsenkurs
32
Stochastic process
32
Stochastischer Prozess
32
Share price
31
Monte-Carlo-Simulation
30
USA
30
United States
30
CAPM
29
Monte Carlo simulation
26
Risikomanagement
25
Time series analysis
25
Zeitreihenanalyse
24
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22
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English
45
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Scaillet, Olivier
30
Trojani, Fabio
15
Barras, Laurent
8
Vanini, Paolo
8
Leippold, Markus
6
Menoncin, Francesco
6
Wermers, Russ
6
Arvanitis, Stelios
5
Topaloglou, Nikolas
5
Battocchio, Paolo
4
Denuit, Michel
3
Gagliardini, Patrick
3
Gouriéroux, Christian
3
Laurent, Jean-Paul
3
Ardia, David
2
Buraschi, Andrea
2
Porchia, Paolo
2
Wiehenkamp, Christian
2
Wrampelmeyer, Jan
2
Barone-Adesi, Giovanni
1
Berrada, Tony
1
Chaieb, Ines
1
Gaegauf, Luca
1
Kelly, Bryan T.
1
Langlois, Hugues
1
Li, Chenxu
1
Malamud, Semyon
1
Pourmohammadi, Mohammad
1
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1
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1
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International Center for Financial Asset Management and Engineering
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
5
FAME research paper series
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Journal of economic dynamics & control
3
Working papers on finance
3
IRES discussion papers
2
Research paper / International Center for Financial Asset Management and Engineering
2
The journal of finance : the journal of the American Finance Association
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Computational methods in decision-making, economics and finance
1
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1
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1
Documents de travail / THEMA
1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
2
On the informational content of changing risk for dynamic asset allocation
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Trojani, Fabio
-
2000
Persistent link: https://www.econbiz.de/10001641348
Saved in:
3
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
Saved in:
4
Learning and asset prices under ambiguous information
Trojani, Fabio
;
Leippold, Markus
;
Vanini, Paolo
-
2005
Persistent link: https://www.econbiz.de/10002771748
Saved in:
5
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
-
2002
Persistent link: https://www.econbiz.de/10001683059
Saved in:
6
A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
26
(
2002
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001636259
Saved in:
7
Correlation risk and optimal portfolio choice
Buraschi, Andrea
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 393-420
Persistent link: https://www.econbiz.de/10003923946
Saved in:
8
A review of perturbative approaches for robust optimal portfolio problems
Trojani, Fabio
;
Vanini, Paolo
- In:
Computational methods in decision-making, economics and …
,
(pp. 109-138)
.
2010
Persistent link: https://www.econbiz.de/10009153092
Saved in:
9
Correlation risk and optimal portfolio choice
Buraschi, Andrea
(
contributor
);
Porchia, Paolo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674267
Saved in:
10
Learning and asset prices under ambiguous information
Leippold, Markus
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003674270
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