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person:"Whang, Yoon-jae"
~person:"Rubtsov, Alexey"
~person:"Sağlam, Mehmet"
~subject:"Portfolio choice"
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Portfolio choice
Stochastic process
34
Stochastischer Prozess
34
Theorie
27
Theory
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Statistical test
17
Statistischer Test
17
Portfolio selection
12
Portfolio-Management
12
Bootstrap approach
11
Bootstrap-Verfahren
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Volatility
8
Volatilität
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Nonparametric statistics
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Präferenztheorie
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Theory of preferences
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Intergenerationale Übertragung
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Kapitalstruktur
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Option pricing theory
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Optionspreistheorie
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Robust statistics
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Robustes Verfahren
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Stochastic volatility
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Whang, Yoon-jae
Rubtsov, Alexey
Sağlam, Mehmet
Post, Thierry
5
Topaloglou, Nikolas
3
Arvanitis, Stelios
2
Daskalaki, Charoula
2
Hallam, Mark
2
Skiadopoulos, George
2
Anderson, Gordon
1
Batbold, Bolorsuvd
1
Birge, John R.
1
Blomvall, Jörgen
1
Chow, Victor K.
1
Collin-Dufresne, Pierre
1
Daniel, Kent
1
Ekblom, Jonas
1
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1
Ferrando, Sebastian
1
Gardijan Kedžo, Margareta
1
Guan, Guohui
1
Kikuchi, Kentaro
1
Kopa, Miloš
1
Kraft, Holger
1
Kusuda, Koji
1
Lai, Christine W.
1
Liang, Zongxia
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Lin, Ling
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Linton, Oliver
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Meyer-Wehmann, André
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International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
1
The econometrics journal
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ECONIS (ZBW)
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Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
2
Somewhere between utopia and dystopia : choosing from multiple incomparable prospects
Anderson, Gordon
;
Post, Thierry
;
Whang, Yoon-jae
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012262490
Saved in:
3
Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
Saved in:
4
Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver
;
Post, Thierry
;
Whang, Yoon-jae
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
Saved in:
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