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~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~subject:"Regression analysis"
~subject:"Systematischer Fehler"
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Portfolio selection
Regression analysis
Systematischer Fehler
Estimation error
3
Estimation theory
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Portfolio-Management
3
Schätztheorie
3
Statistical error
3
Statistischer Fehler
3
Risikomaß
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AIC
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Caccioli, Fabio
1
Kim, Hyuksoo
1
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Quantitative finance
Discussion paper series / IZA
20
Journal of econometrics
17
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Economics letters
10
Econometric reviews
9
Discussion paper / Central Bureau voor de Statistiek
7
IZA Discussion Paper
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Discussion paper / Tinbergen Institute
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Discussion papers of interdisciplinary research project 373
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Applied economics
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Applied economics letters
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
NBER working paper series
4
Statistical papers
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Boston College working papers in economics
3
CESifo Working Paper Series
3
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
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ISER working paper series
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Journal of banking & finance
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Journal of econometric methods
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Journal of the American Statistical Association : JASA
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NBER Working Paper
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The journal of asset management
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The review of economics and statistics
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Working paper
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Working paper / Iowa State University, Department of Economics
3
Working papers / Penn Institute for Economic Research
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BIS Working Paper
2
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
2
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
3
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
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