//--> //--> //-->
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"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Lunde, Asger"
~person:"Post, Thierry"
~subject:"Theory"
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:"Portfolio performance"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theory
Portfolio selection
6
Portfolio-Management
6
Theorie
5
Capital income
3
Kapitaleinkommen
3
Correlation
2
Korrelation
2
Portfolio choice
2
Stochastic process
2
Stochastischer Prozess
2
ARCH model
1
ARCH-Modell
1
Almost stochastic dominance
1
Analysis of variance
1
Composite likelihood
1
Convex stochastic dominance
1
Decision theory
1
Disciplined convex optimization
1
Dynamic conditional correlation
1
Entscheidungstheorie
1
Estimation
1
GARCH
1
High-frequency data
1
Linear programming
1
Market frictions
1
Markowitz portfolio selection
1
Mathematical programming
1
Mathematische Optimierung
1
Measurement
1
Messung
1
Minimum variance portfolio
1
Nonlinear shrinkage.
1
Präferenztheorie
1
Realized kernel
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risikomanagement
1
Risikomaß
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Engle, Robert F.
Lunde, Asger
Post, Thierry
Manganelli, Simone
2
Topaloglou, Nikolas
2
Aguilar, Omar
1
Ameriks, John
1
Anyfantaki, Sofia
1
Arvanitis, Stelios
1
Balduzzi, Pierluigi
1
Bansal, Ravi
1
Cederburg, Scott
1
Colacito, Riccardo
1
Dimitriadis, Timo
1
Du, Lilun
1
Favero, Carlo A.
1
Feng, Long
1
Hafner, Christian M.
1
Halbleib, Roxana
1
Hallam, Mark
1
Hallin, Marc
1
Han, Xu
1
Herwartz, Helmut
1
Hotta, Luiz K.
1
Jondeau, Eric
1
Jurczenko, Emmanuel
1
Kazak, Ekaterina
1
Ke, Yuan
1
Kiku, Dana
1
Klimenka, Filip
1
Kézdi, Gábor
1
Lan, Wei
1
Ledoit, Olivier
1
Lee, Minjoon
1
Lian, Heng
1
Liu, Binghui
1
Lucas, André
1
Ma, Yanyuan
1
Maasoumi, Esfandiar
1
Mazzeu, João H. G.
1
O'Doherty, Michael
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Advances in futures and options research : a research annual
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
OR spectrum : quantitative approaches in management
1
Risk measures for the 21st century
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
2
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
3
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
4
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
5
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->