//--> //--> //--> //-->
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
type:"article"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~subject:"Portfolio-Management"
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
Portfolio-Management
Estimation theory
217
Schätztheorie
217
Forecasting model
127
Prognoseverfahren
127
Time series analysis
75
Zeitreihenanalyse
75
Estimation
39
Schätzung
39
Regression analysis
27
Volatility
26
Volatilität
26
ARCH model
25
ARCH-Modell
25
Regressionsanalyse
25
Theorie
22
Theory
22
Capital income
20
Kapitaleinkommen
20
Portfolio selection
20
Bayes-Statistik
18
Bayesian inference
18
Statistical distribution
17
Statistische Verteilung
17
Forecasting
15
Correlation
14
Forecast
14
Korrelation
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Risikomaß
13
Risk measure
13
USA
12
United States
12
Economic forecast
11
Probability theory
11
Prognose
11
Wahrscheinlichkeitsrechnung
11
Wirtschaftsprognose
11
Robust statistics
10
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Clements, Adam
2
Schuhmacher, Frank
2
Becker, Ralf
1
Bianchi, Michele Leonardo
1
Bodnar, Taras
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Challet, Damien
1
Chen, Fang
1
Cheng, Siang
1
De Luca, Giovanni
1
Doolan, M. B.
1
Drovandi, Christopher
1
Dutta, Sumanjay
1
Eling, Martin
1
Grable, John E.
1
Guo, Biao
1
Han, Yingwei
1
He, Jia
1
Huo, Lijuan
1
Hurn, Stan
1
Jahandideh, Mohammad-Taghi
1
Jain, Shashi
1
Jiang, Ching-hai
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Kim, Tae-hwan
1
Kim, Yunmi
1
Kourtis, Apostolos
1
Li, Dan
1
Li, Ping
1
Liu, Bingqi
1
Mahmoodi, Safieh
1
Pang, Tianxiao
1
Parolya, Nestor
1
Rabbani, Abed G.
1
Rivieccio, Giorgia
1
Rudkin, Wanling
1
more ...
less ...
Published in...
All
Finance research letters
International journal of forecasting
Journal of econometrics
19
Journal of banking & finance
18
European journal of operational research : EJOR
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of risk
13
Journal of empirical finance
11
Insurance / Mathematics & economics
9
Journal of financial econometrics
8
Quantitative finance
8
Financial markets and portfolio management
7
International journal of theoretical and applied finance
7
Computational economics
6
Journal of risk and financial management : JRFM
6
Risks : open access journal
6
Computational Management Science : CMS
5
Operations research
5
The European journal of finance
5
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational finance
4
Applied economics letters
3
Economics letters
3
International review of financial analysis
3
Journal of investment management : JOIM
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied mathematical finance
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
Cogent economics & finance
2
Computational management science
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Econometric reviews
2
INFORMS journal on computing : JOC
2
International journal of portfolio analysis and management : IJPAM
2
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
4
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
5
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
6
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
7
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
8
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
9
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
10
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->