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type_genre:"No longer published / No longer aquired"
~isPartOf:"Journal of empirical finance"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation theory"
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Portfolio-Management
Estimation theory
75
Schätztheorie
75
Time series analysis
24
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24
Estimation
22
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22
Volatility
20
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Allen, David
1
Candelon, Bertrand
1
Cesarone, Francesco
1
Chiang, I-Hsuan Ethan
1
De Nard, Gianluca
1
Ding, Wenliang
1
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Ricci, Jacopo Maria
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1
Turtle, Harry J.
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Velu, Raja P.
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Wang, Kainan
1
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Journal of empirical finance
Journal of econometrics
19
Journal of banking & finance
18
European journal of operational research : EJOR
16
Finance research letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk
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Insurance / Mathematics & economics
9
Journal of financial econometrics
8
Quantitative finance
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Financial markets and portfolio management
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International journal of theoretical and applied finance
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Computational economics
6
Journal of risk and financial management : JRFM
6
Risks : open access journal
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Computational Management Science : CMS
5
Operations research
5
The European journal of finance
5
International journal of forecasting
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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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
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International review of financial analysis
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Journal of investment management : JOIM
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Applied mathematical finance
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Cogent economics & finance
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Computational management science
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Econometric reviews
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INFORMS journal on computing : JOC
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International journal of portfolio analysis and management : IJPAM
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ECONIS (ZBW)
11
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
3
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
6
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
7
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
8
An empirical Bayesian approach to stein-optimal covariance matrix estimation
Gillen, Benjamin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 402-420
Persistent link: https://www.econbiz.de/10011300451
Saved in:
9
Sampling error and double shrinkage estimation of minimum variance portfolio
Candelon, Bertrand
;
Hurlin, Christophe
;
Tokpavi, S.
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10009615665
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
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