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~isPartOf:"The European journal of finance"
~isPartOf:"The review of financial studies"
~subject:"1993-1998"
~subject:"Autokorrelation"
~subject:"Portfolio selection"
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1993-1998
Autokorrelation
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15
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The European journal of finance
The review of financial studies
Journal of econometrics
10
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10
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
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanz- und Rechnungswesen
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International journal of financial engineering
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International journal of forecasting
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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ECONIS (ZBW)
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1
Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
Saved in:
2
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras
;
Gupta, Arjun K.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
Saved in:
3
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
4
Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.
;
Satchell, Stephen
- In:
The European journal of finance
12
(
2006
)
4
,
pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
Saved in:
5
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:
6
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
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