Narrow search
Showing 1 - 10 of 18,216
Cover Image
Konfidenzintervalle für den Value-at-Risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961723
Cover Image
A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
Cover Image
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
Cover Image
On the inverse of the covariance matrix in portfolio analysis
Stevens, Guy V. G. - 1997
Persistent link: https://www.econbiz.de/10000978988
Cover Image
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000969024
Cover Image
Bayesian inference and portfolio efficiency
Kandel, Shmuel; McCulloch, Robert E.; Stambaugh, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000913805
Cover Image
Testing the efficiency of given portfolios using robust and multivariate methods
Lindén, Mikael; Suoperä, Antti - 1991
Persistent link: https://www.econbiz.de/10000817251
Cover Image
Confidence intervals for the value-at-risk
Huschens, Stefan - In: Risk measurement, econometrics and neural networks : …, (pp. 233-244). 1998
Persistent link: https://www.econbiz.de/10001305346
Cover Image
Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350667
Cover Image
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - Rev.
Persistent link: https://www.econbiz.de/10001375090