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~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of portfolio management : JPM"
~subject:"Density forecasts"
~subject:"Estimation theory"
~subject:"Experten"
~subject:"Theorie"
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Density forecasts
Estimation theory
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Statistical method
27
Statistische Methode
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18
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14
Prognoseverfahren
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statistical methods
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2
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1
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1
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International journal of forecasting
The journal of portfolio management : JPM
Staff working paper / Bank of Canada
32
International journal of production research
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
European journal of operational research : EJOR
17
SpringerLink / Bücher
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Acta Universitatis Lodziensis / Folia oeconomica
16
Discussion paper / Center for Economic Research, Tilburg University
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Journal of econometrics
13
Journal of the American Statistical Association : JASA
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NBER working paper series
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Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
12
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
11
Discussion paper
10
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10
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Europäische Hochschulschriften / 5
9
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
9
Discussion paper series / IZA
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Lehrbuch
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Oxford bulletin of economics and statistics
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The age of economic measurement : [Workshop at Duke University on 28-30 April 2000]
8
Quantitative approaches to multidimensional poverty measurement
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The journal of computational finance
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The journal of economic methodology
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Computational economics
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Jahrbücher für Nationalökonomie und Statistik
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Journal of the Operational Research Society : OR
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Operations research
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Springer eBook Collection
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ECONIS (ZBW)
22
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Volatility targeting : it's complicated!
Mylnikov, George
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 57-74
Persistent link: https://www.econbiz.de/10012613443
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