//--> //--> //-->
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:"Working papers"
~person:"Chlebus, Marcin"
~person:"Nguyen Vo"
~subject:"Forecasting model"
~subject:"Share price"
~type_genre:"Graue Literatur"
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:"Portfolio Selection"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Share price
Portfolio selection
5
Portfolio-Management
5
Theorie
4
Theory
4
Risikomaß
3
Risk measure
3
ARCH model
2
ARCH-Modell
2
Estimation
2
GARCH
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
Schätzung
2
Simulation
2
risk management
2
ARIMA
1
ARIMA-SGARCH
1
ARIMAEGARCH
1
Algorithm
1
Algorithmus
1
Benchmarking
1
Betriebsgröße
1
Börsenkurs
1
CAPM
1
CAViaR
1
Capital income
1
ETF
1
Firm size
1
Gini coefficient
1
Gini-Koeffizient
1
Hierarchical Risk Parity
1
Historical Simulation
1
Kapitaleinkommen
1
Logit model
1
Logit-Modell
1
Market risk
1
Marktrisiko
1
Mathematical programming
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Chlebus, Marcin
Nguyen Vo
Ślepaczuk, Robert
11
Michańków, Jakub
2
Sakowski, Paweł
2
Bieganowski, Bartosz
1
Bottazzi, Giulio
1
Buczyńsk, Mateusz
1
Chojnacki, Karol
1
Cipollini, Fabrizio
1
Dindo, Pietro
1
Donadelli, Michael
1
Gallo, Giampiero M.
1
Giachini, Daniele
1
Grudniewicz, Jan
1
Jakubowski, Paweł
1
Lis, Szymon
1
Palandri, Alessandro
1
Sakowsk, Paweł
1
Silvestri, Federico
1
Thi Thu Giang Nguyen
1
Uzzal, Maudud Hassan
1
Wabik, Igor
1
Windorbski, Franciszek
1
Wysocki, Maciej
1
Ślusarczyk, Damian
1
more ...
less ...
Published in...
All
Working papers
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
2
Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->