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~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of portfolio management : JPM"
~subject:"Density forecasts"
~subject:"Regressionsanalyse"
~subject:"Theorie"
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Search: subject:"statistical analysis"
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Density forecasts
Regressionsanalyse
Theorie
Statistical method
33
Statistische Methode
33
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22
Forecasting model
15
Prognoseverfahren
15
Portfolio selection
14
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statistical methods
14
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Simonian, Joseph
2
Abdoh, Hussein
1
Asif, M.
1
Baran, Sándor
1
Beyaztas, Beste H.
1
Beyaztas, Ufuk
1
Cardinale, Mirko
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Computational economics
International journal of forecasting
The journal of portfolio management : JPM
Staff working paper / Bank of Canada
23
International journal of production research
20
European journal of operational research : EJOR
17
SpringerLink / Bücher
17
Acta Universitatis Lodziensis / Folia oeconomica
16
Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Tinbergen Institute
10
Discussion paper series / IZA
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Springer-Lehrbuch
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Europäische Hochschulschriften / 5
9
Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Lehrbuch
8
NBER working paper series
8
The age of economic measurement : [Workshop at Duke University on 28-30 April 2000]
8
Working paper / National Bureau of Economic Research, Inc.
8
IZA Discussion Paper
7
Quantitative approaches to multidimensional poverty measurement
7
Quantitative finance
7
Springer eBook Collection
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Statistical papers
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The journal of computational finance
7
The journal of economic methodology
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Discussion paper
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Discussion paper / Central Bureau voor de Statistiek
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Journal of econometrics
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Oxford bulletin of economics and statistics
6
The journal of investing : JOI
6
INFORMS journal on computing : JOC
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of the American Statistical Association : JASA
5
Journal of the Operational Research Society : OR
5
NBER Working Paper
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1
The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander
;
Markowitz, Harry
;
Ernst, Philip A.
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
Saved in:
2
How to apply advanced
statistical
analysis
to computational economics : methods and insights
Song, Malin
;
Fisher, Ron
- In:
Computational economics
52
(
2018
)
4
,
pp. 1045-1052
Persistent link: https://www.econbiz.de/10012053116
Saved in:
3
Work harder : diligent rebalancing and investment horizon
Lee, Wai
;
Liu, Pai
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012423055
Saved in:
4
Modelling the Shiller CAPE ratio, mean reversion, and return forecasts
Waser, Otto
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 155-171
Persistent link: https://www.econbiz.de/10012423072
Saved in:
5
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
6
Black-Litterman and beyond : the Bayesian paradigm in investment management
Kolm, Petter N.
;
Ritter, Gordon
;
Simonian, Joseph
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 91-113
Persistent link: https://www.econbiz.de/10012503370
Saved in:
7
Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko
;
Naik, Narayan Y.
;
Sharma, Varun
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 83-98
Persistent link: https://www.econbiz.de/10012486044
Saved in:
8
Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation
Xia, Steve Q.
;
Simonian, Joseph
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012486055
Saved in:
9
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
10
Optimal allocation to time-series and cross-sectional momentum
Schmid, Olivier
;
Wirth, Patrick
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 160-179
Persistent link: https://www.econbiz.de/10012486058
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