//--> //--> //-->
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
~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:"Law of Large Numbers"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Law of large numbers
50
law of large numbers
39
Theorie
28
Theory
27
Strong law of large numbers
16
Central limit theorem
11
Game theory
11
Spieltheorie
11
Portfolio-Management
10
Exact law of large numbers
9
Law of Large Numbers
9
central limit theorem
9
Risk
8
equation
8
Economic models
7
Fubini extension
7
Statistical distribution
7
Statistische Verteilung
7
generalized hyperbolic distribution
7
probability
7
statistics
7
Asymmetric information
6
Estimation theory
6
Incentive compatibility
6
Incomplete-information games
6
Nash equilibrium
6
Probability theory
6
Schätztheorie
6
belief functions
6
common priors
6
conditional exact law of large numbers
6
conditional independence
6
covariance
6
equations
6
exchangeability
6
large populations
6
prediction
6
survey
6
time series
6
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
9
Author
All
Lucas, André
3
Schwaab, Bernd
3
Zhang, Xin
3
Giesecke, Kay
2
Koumou, Gilles Boevi
1
Liu, Jing
1
Sirignano, Justin
1
Sirignano, Justin A.
1
Sowers, R. B.
1
Spiliopoulos, Konstantinos
1
Tang, Qihe
1
Tong, Zhiwei
1
Xun, Li
1
Zhang, Liangliang
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
Financial markets and portfolio management
1
Journal of applied econometrics
1
Journal of mathematical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Sveriges Riksbank working paper series
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 91-110
Persistent link: https://www.econbiz.de/10013271962
Saved in:
2
Diversification and portfolio theory: a review
Koumou, Gilles Boevi
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 267-312
Persistent link: https://www.econbiz.de/10012289665
Saved in:
3
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011332950
Saved in:
4
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011349820
Saved in:
5
Risk analysis for large pools of loans
Sirignano, Justin
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
Saved in:
6
A general framework of optimal investment
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 535-560
Persistent link: https://www.econbiz.de/10012210442
Saved in:
7
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
8
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
9
Large portfolio asymptotics for loss from default
Giesecke, Kay
;
Spiliopoulos, Konstantinos
;
Sowers, R. B.
; …
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10011347245
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->