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subject:"Prognoseverfahren"
~person:"Ortobelli, Sergio"
~person:"Polanski, Arnold"
~subject:"Forecast"
~subject:"Portfolio selection"
~subject:"USA"
~type_genre:"Article in journal"
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Prognoseverfahren
Forecast
Portfolio selection
USA
Statistical distribution
8
Statistische Verteilung
8
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6
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6
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4
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Ortobelli, Sergio
Polanski, Arnold
Paolella, Marc S.
10
Ravazzolo, Francesco
10
Taylor, James W.
9
Fabozzi, Frank J.
8
Blazsek, Szabolcs
7
Ciecka, James E.
7
Mitchell, James
7
Skoog, Gary R.
7
Dijk, Dick van
6
Dijk, Herman K. van
6
Gupta, Rangan
6
Kim, Young Shin
6
Polak, Pawel
6
Račev, Svetlozar T.
6
Satchell, Stephen
6
Clements, Michael P.
5
Diks, Cees G. H.
5
Gerlach, Richard
5
Maheu, John M.
5
Mao, Tiantian
5
Perote, Javier
5
Pierdzioch, Christian
5
Ñíguez, Trino-Manuel
5
Bali, Turan G.
4
Benth, Fred Espen
4
Bernardi, Mauro
4
Casarin, Roberto
4
Eling, Martin
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Huber, Florian
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Kang, Kyu Ho
4
Landsman, Zinoviy
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Mittnik, Stefan
4
Opschoor, Anne
4
Petrella, Lea
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Ruiz, Esther
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Wallis, Kenneth Frank
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Xiong, Xiong
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International journal of forecasting
1
Investment management and financial innovations
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Journal of empirical finance
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Journal of international money and finance
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Mathematical methods of operations research
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The journal of asset management
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ECONIS (ZBW)
7
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1
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
2
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
3
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
4
Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
Saved in:
5
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
6
Impact of different distributional assumptions in forecasting Italian mortality rates
Giacometti, Rosella
;
Ortobelli, Sergio
;
Bertocchi, Marida
- In:
Investment management and financial innovations
6
(
2009
)
3
,
pp. 186-193
Persistent link: https://www.econbiz.de/10003920702
Saved in:
7
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
Saved in:
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