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person:"Blake, David"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Račev, Svetlozar T."
~source:"econis"
~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
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Blake, David
Aït-Sahalia, Yacine
Račev, Svetlozar T.
Sentana, Enrique
5
Fan, Jianqing
3
Linton, Oliver
3
Xiu, Dacheng
3
Arvanitis, Stelios
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Francq, Christian
2
Hafner, Christian M.
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Hansen, Lars Peter
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Journal of econometrics
Discussion paper / The Pensions Institute, Cass Business School, City University
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The Frank J. Fabozzi series
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
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Handbook of heavy tailed distributions in finance
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Journal of economic dynamics & control
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International journal of theoretical and applied finance
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Dynamic Modeling and Econometrics in Economics and Finance
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Frontiers in pension finance
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International journal of Islamic and Middle Eastern finance and management
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ECONIS (ZBW)
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Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
2
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David
;
Caulfield, Tristan
;
Ioannidis, Christos
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
Saved in:
3
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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