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subject:"Regressionsanalyse"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Portfolio selection"
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Search: subject_exact:"Korrelationskoeffizient"
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Regressionsanalyse
Portfolio selection
Correlation
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Discussion papers / CEPR
European journal of operational research : EJOR
Journal of international financial markets, institutions & money
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17
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1
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
2
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
3
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
4
Orthant-based variance decomposition in investment portfolios
Giner, Javier
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 497-511
Persistent link: https://www.econbiz.de/10012495336
Saved in:
5
From dotcom to Covid-19 : a convergence analysis of Islamic investments
Alexakis, Christos A.
;
Kenourgios, Dimitris
;
Pappas, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012820380
Saved in:
6
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
-
2021
Persistent link: https://www.econbiz.de/10012592939
Saved in:
7
Lobbying behind the frontier
Bombardini, Matilde
;
Cutinelli-Rendina, Olimpia
; …
-
2021
Persistent link: https://www.econbiz.de/10012592948
Saved in:
8
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
9
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
10
Correlation risk, strings and asset prices
Mele, Antonio
;
Distaso, Walter
;
Vilkov, Grigory
-
2019
Persistent link: https://www.econbiz.de/10012181112
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