//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United Kingdom"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~subject:"Industrie"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
United Kingdom
Industrie
Portfolio selection
Estimation theory
86
Schätztheorie
86
Estimation
29
Schätzung
28
Theorie
21
Theory
21
Portfolio-Management
18
Time series analysis
13
Volatility
13
Volatilität
13
Zeitreihenanalyse
13
Börsenkurs
10
Forecasting model
10
Prognoseverfahren
10
Share price
10
ARCH model
9
ARCH-Modell
9
Correlation
9
Korrelation
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Großbritannien
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical distribution
7
Statistische Verteilung
7
USA
7
United States
7
Portfolio optimization
6
Regression analysis
6
Regressionsanalyse
6
Risikomanagement
6
Risk management
6
Yield curve
6
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
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
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
Pitera, Marcin
1
Polak, Pawel
1
Poon, Ser-Huang
1
more ...
less ...
Published in...
All
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
28
Journal of econometrics
27
European journal of operational research : EJOR
17
Finance research letters
16
Oxford bulletin of economics and statistics
14
Journal of risk
13
Journal of empirical finance
12
Discussion paper
10
Journal of applied econometrics
10
Insurance / Mathematics & economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / A
8
Journal of financial econometrics
8
Quantitative finance
8
Risks : open access journal
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Economics letters
7
Financial markets and portfolio management
7
International journal of theoretical and applied finance
7
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics
6
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Computational economics
6
International journal of forecasting
6
Journal of risk and financial management : JRFM
6
NBER Working Paper
6
Working paper
6
Computational Management Science : CMS
5
Discussion papers in economics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of international money and finance
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Operations research
5
The European journal of finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A jackknife-type estimator for portfolio revision
Füss, Roland
;
Miebs, Felix
;
Trübenbach, Fabian
- In:
Journal of banking & finance
43
(
2014
),
pp. 14-28
Persistent link: https://www.econbiz.de/10010408363
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->