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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of banking & finance"
~subject:"Kointegration"
~subject:"Portfolio-Management"
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1
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
2
Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
Saved in:
3
On portfolio optimization : imposing the right constraints
Behr, Patrick
;
Guettler, Andre
;
Miebs, Felix
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1232-1242
Persistent link: https://www.econbiz.de/10009719796
Saved in:
4
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
5
Leveraged carry trade portfolios
Darvas, Zsolt M.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
Saved in:
6
Bootstrap algorithms for testing and determining the cointegration rank in VAR models
Swensen, Anders Rygh
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
6
,
pp. 1699-1714
Persistent link: https://www.econbiz.de/10003392390
Saved in:
7
Reciprocal upper semicontinuity and better reply secure games : a comment
Bagh, Adib
;
Jofré, Alejandro
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
6
,
pp. 1715-1721
Persistent link: https://www.econbiz.de/10003394280
Saved in:
8
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 903-948
Persistent link: https://www.econbiz.de/10002876762
Saved in:
9
Skewness persistence with optimal portfolio selection
Qian, Sun
;
Yan, Yuxing
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10001757812
Saved in:
10
A three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10001449349
Saved in:
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