//--> //--> //-->
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:"Journal of financial econometrics"
~isPartOf:"The review of financial studies"
~language:"eng"
~subject:"Portfolio selection"
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:"Varianzanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Analysis of variance
21
Varianzanalyse
21
Theorie
12
Theory
12
Correlation
9
Korrelation
9
Volatility
9
Volatilität
9
Capital income
8
Kapitaleinkommen
8
Portfolio-Management
7
Time series analysis
7
USA
7
United States
7
Zeitreihenanalyse
7
Estimation theory
6
Schätztheorie
6
ARCH model
5
ARCH-Modell
5
CAPM
5
Estimation
5
Schätzung
5
Risikoprämie
4
Risk premium
4
Börsenkurs
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Aktie
2
Markowitz portfolio selection
2
Method of moments
2
Momentenmethode
2
Multivariate Analyse
2
Multivariate analysis
2
Share
2
factor models
2
forecasting
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
De Nard, Gianluca
2
Agrawal, Raj
1
Chan, Louis K. C.
1
Gu, Xinhua
1
Jiang, Binyan
1
Karceski, Jason
1
Lakonishok, Josef
1
Ledoit, Olivier
1
Levy, Haim
1
Levy, Moshe
1
Liu, Cheng
1
Roy, Uma
1
Shi, Fangquan
1
Shu, Lianjie
1
Tang, Cheng Yong
1
Uhler, Caroline
1
Wolf, Michael
1
more ...
less ...
Published in...
All
Journal of financial econometrics
The review of financial studies
Journal of empirical finance
10
Journal of econometrics
9
European journal of operational research : EJOR
8
Working paper series / University of Zurich, Department of Economics
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance research letters
5
Journal of banking & finance
5
International journal of theoretical and applied finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative finance
4
Working paper
4
Financial markets and portfolio management
3
Insurance / Mathematics & economics
3
Operations research letters
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Annals of finance
2
Applied economics
2
Applied economics letters
2
Computational Management Science : CMS
2
Discussion papers in statistics and econometrics
2
Finance India : the quarterly journal of Indian Institute of Finance
2
International journal of financial engineering
2
International journal of forecasting
2
Journal of investment management : JOIM
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
2
Research notes in economics & statistics
2
Research paper series / Swiss Finance Institute
2
SFB 649 discussion paper
2
The European journal of finance
2
The journal of asset management
2
The journal of computational finance
2
22-334
1
65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings
1
Annals of economics and statistics
1
Annals of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
Saved in:
4
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
5
Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
Saved in:
6
Prospect theory and mean-variance analysis
Levy, Haim
;
Levy, Moshe
- In:
The review of financial studies
17
(
2004
)
4
,
pp. 1015-1041
Persistent link: https://www.econbiz.de/10002396431
Saved in:
7
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->