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subject:"United Kingdom"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~subject:"Dividende"
~subject:"Industrie"
~subject:"Portfolio selection"
~subject:"Risikomaß"
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United Kingdom
Dividende
Industrie
Portfolio selection
Risikomaß
Estimation theory
86
Schätztheorie
86
Estimation
29
Schätzung
28
Theorie
21
Theory
21
Portfolio-Management
18
Time series analysis
13
Volatility
13
Volatilität
13
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10
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Prognoseverfahren
10
Share price
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9
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Großbritannien
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical distribution
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USA
7
United States
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Portfolio optimization
6
Regression analysis
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English
28
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Rösch, Daniel
2
Ashworth, John
1
Aslanidis, Nektarios
1
Casas, Isabel
1
Clare, Andrew D.
1
Claußen, Arndt
1
DeMiguel, Victor
1
Dotsis, George
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Foster, Michael E.
1
Füss, Roland
1
Girardi, Giulio
1
Hagan, Jim
1
Han, Chulwoo
1
Hu, Jinjin
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Ioannides, Michalis
1
Jorion, Philippe
1
Kircher, Felix
1
Kourtis, Apostolos
1
Lassance, Nathan
1
Li, Yifan
1
Li, Yong
1
Lönnbark, Carl
1
MacLean, Leonard C.
1
Markellos, Raphaēl N.
1
Martin-Utrera, Alberto
1
Miebs, Felix
1
Mills, Terence C.
1
Nogales, Francisco J.
1
Nolte, Ingmar
1
Oxley, Les
1
Pain, Nigel
1
Paolella, Marc S.
1
Parker, Simon C.
1
Paulusch, Joachim
1
Pei, Pei
1
Pitera, Marcin
1
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Journal of banking & finance
Scottish journal of political economy : the journal of the Scottish Economic Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of econometrics
36
Insurance / Mathematics & economics
30
Journal of risk
24
European journal of operational research : EJOR
20
Finance research letters
20
Journal of empirical finance
16
Oxford bulletin of economics and statistics
14
Journal of financial econometrics
13
Discussion paper / Tinbergen Institute
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Risks : open access journal
12
Quantitative finance
11
Computational economics
10
Discussion paper
10
International journal of forecasting
10
International journal of theoretical and applied finance
10
Journal of applied econometrics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Journal of risk and financial management : JRFM
9
The journal of risk model validation
9
Discussion paper / A
8
Economics letters
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Applied economics
7
Applied economics letters
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Financial markets and portfolio management
7
Journal of forecasting
7
NBER Working Paper
7
NBER working paper series
7
SFB 649 discussion paper
7
The European journal of finance
7
The econometrics journal
7
Working paper / National Bureau of Economic Research, Inc.
7
Econometric reviews
6
Journal of international money and finance
6
Journal of mathematical finance
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Operations research
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ECONIS (ZBW)
28
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
4
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
5
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
6
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
7
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
Saved in:
8
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
9
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
10
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
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