//--> //--> //-->
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
~isPartOf:"Computational Management Science : CMS"
~subject:"Forecasting model"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
~subject:"Portfolio-Management"
~subject:"Statistical distribution"
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:"ANOVA model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Korrelation
Multivariate Analyse
Portfolio-Management
Statistical distribution
Analysis of variance
2
Portfolio selection
2
Varianzanalyse
2
Estimation theory
1
Graphical lasso
1
Lasso
1
Minimum variance
1
Minimum variance portfolio
1
Non-convex penalties
1
Precision matrix
1
Schätztheorie
1
Statistical regularization
1
Theorie
1
Theory
1
Tlasso
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Paterlini, Sandra
2
Fastrich, Björn
1
Giacometti, Rosella
1
Torri, Gabriele
1
Winker, Peter
1
Published in...
All
Computational Management Science : CMS
Journal of econometrics
27
Finance research letters
13
Journal of empirical finance
13
Journal of financial econometrics
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Working paper
10
Journal of banking & finance
9
Quantitative finance
9
European journal of operational research : EJOR
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Working paper series / University of Zurich, Department of Economics
8
Discussion paper / Tinbergen Institute
7
International journal of forecasting
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
CORE discussion papers : DP
6
SFB 649 discussion paper
6
International journal of theoretical and applied finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Risks : open access journal
5
Applied economics
4
Journal of forecasting
4
The European journal of finance
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
3
CREATES research paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric Institute research papers
3
Econometric reviews
3
Financial markets and portfolio management
3
Insurance / Mathematics & economics
3
International review of financial analysis
3
Journal of applied econometrics
3
Journal of the American Statistical Association : JASA
3
Operations research letters
3
Reihe Quantitative Ökonomie : Ökon
3
Working papers on finance
3
Annals of economics and statistics
2
Annals of finance
2
Applied economics letters
2
Cardiff economics working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sparse precision matrices for minimum variance portfolios
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 375-400
Persistent link: https://www.econbiz.de/10012053143
Saved in:
2
Constructing optimal sparse portfolios using regularization methods
Fastrich, Björn
;
Paterlini, Sandra
;
Winker, Peter
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011285983
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->