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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Okhrin, Yarema"
~person:"Scaillet, Olivier"
~subject:"Portfolio selection"
~subject:"Reinsurance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Portfolio selection
Reinsurance
Estimation theory
62
Schätztheorie
62
Theorie
22
Theory
22
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Portfolio-Management
13
Core
10
Multivariate Verteilung
7
Multivariate distribution
7
Simulation
7
Time series analysis
7
Zeitreihenanalyse
7
Mathematical programming
6
Mathematische Optimierung
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
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5
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5
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4
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4
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4
Monte Carlo simulation
4
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4
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4
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3
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3
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3
IV-Schätzung
3
Instrumental variables
3
Interest rate
3
Probability theory
3
Prognoseverfahren
3
Risikomanagement
3
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3
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3
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1
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7
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6
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7
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7
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13
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Okhrin, Yarema
Scaillet, Olivier
Frahm, Gabriel
9
Bodnar, Taras
8
Kan, Raymond
8
Schmid, Wolfgang
8
Kempf, Alexander
7
Auer, Benjamin R.
5
Korn, Olaf
5
Ledoit, Olivier
5
Linton, Oliver
5
Memmel, Christoph
5
Tang, Haihan
5
Wolf, Michael
5
Bertail, Patrice
4
Gouriéroux, Christian
4
Hafner, Christian M.
4
Mazur, Stepan
4
Parolya, Nestor
4
Rösch, Daniel
4
Wang, Xiaolu
4
Yao, Haixiang
4
Zhou, Guofu
4
Beaulieu, Marie-Claude
3
Callot, Laurent
3
Casas, Isabel
3
Cattaneo, Matias D.
3
Challet, Damien
3
Chernozhukov, Victor
3
Chiu, Wan-Yi
3
Crump, Richard K.
3
Dannenberg, Henry
3
Daouia, Abdelaati
3
Denuit, Michel
3
Dufour, Jean-Marie
3
Füss, Roland
3
Girard, Stéphane
3
Gulliksson, Mårten
3
Gürtler, Marc
3
Hong, L. Jeff
3
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
European journal of operational research : EJOR
1
IRES discussion papers
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
2
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
Saved in:
3
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800400
Saved in:
4
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 249-276
Persistent link: https://www.econbiz.de/10003733142
Saved in:
5
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635782
Saved in:
6
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
7
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10003525357
Saved in:
8
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
Saved in:
9
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687927
Saved in:
10
Nonparametric tests for positive quadrant dependence
Denuit, Michel
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701362
Saved in:
1
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