//--> //--> //--> //-->
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:"Schätztheorie"
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:"minimum-variance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Portfolio-Management
120
Portfolio selection
119
Theorie
74
Theory
72
Varianzanalyse
47
Analysis of variance
46
Hedging
46
Estimation theory
33
Capital income
31
Kapitaleinkommen
31
Minimum variance portfolio
31
Volatility
29
Volatilität
29
minimum variance portfolio
27
Correlation
24
Korrelation
23
Minimum variance
22
ARCH model
21
ARCH-Modell
21
CAPM
18
minimum variance
16
Derivat
13
Derivative
13
Forecasting model
13
Global minimum variance portfolio
13
Prognoseverfahren
13
Risikomaß
13
Risk measure
13
Minimum-variance portfolio
11
Risiko
11
Risk
11
Risikomanagement
10
Risk management
10
portfolio optimization
10
Aktienmarkt
9
Estimation
9
Portfolio optimization
9
Schätzung
9
Stock market
9
more ...
less ...
Online availability
All
Undetermined
21
Free
9
Type of publication
All
Article
31
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Working Paper
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
35
Author
All
Bodnar, Taras
4
Chiu, Wan-Yi
3
Frahm, Gabriel
2
Li, Yingying
2
Parolya, Nestor
2
Zheng, Xinghua
2
Abadir, Karim Maher
1
Ajaraogu, Jude C.
1
Akansu, Ali N.
1
Ali, Kareem A.
1
Assar, Salwa M.
1
Auer, Benjamin R.
1
Bauwens, Luc
1
Bhattacharya, Rahul
1
Bongiorno, Christian
1
Broby, Daniel
1
Cai, T. Tony
1
Candelon, Bertrand
1
Challet, Damien
1
Chaturvedi, Ajit
1
Chen, Qihui
1
Chen, Zirong
1
Choudhury, Mriganka Mouli
1
Conlon, Thomas
1
Cotter, John
1
Dendramis, Yiannis
1
Ding, Yi
1
Feng, Phoenix
1
Francq, Christian
1
Garg, Renu
1
Giacometti, Rosella
1
Giraitis, Liudas
1
Gupta, Arjun K.
1
Hassan, Amal S.
1
Hu, Jianchang
1
Hu, Jinjin
1
Hurlin, Christophe
1
Iwueze, Iheanyi S.
1
Jiang, Ching-hai
1
Kapetanios, George
1
more ...
less ...
Published in...
All
Journal of econometrics
6
European journal of operational research : EJOR
3
Finance research letters
3
Applied economics letters
2
Statistics in transition : an international journal of the Polish Statistical Association
2
The European journal of finance
2
CBN journal of applied statistics
1
Computational Management Science : CMS
1
Discussion Paper Series 2
1
Discussion Papers in Statistics and Econometrics
1
Financial markets and portfolio management
1
International journal of computational economics and econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Opsearch : journal of the Operational Research Society of India
1
Quantitative finance
1
Review of derivatives research
1
The econometrics journal
1
The journal of investment strategies
1
The journal of risk finance : JRF
1
UCD Geary Institute for Public Policy discussion paper series
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
EconStor
2
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Machine learning and factor-based portfolio optimization
Conlon, Thomas
;
Cotter, John
;
Kynigakis, Iason
-
2021
Persistent link: https://www.econbiz.de/10012695791
Saved in:
3
An eigenvalue distribution derived "Stability Measure" for evaluating
Minimum
Variance
portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
4
Estimation of P (X ≤ Y) for discrete distributions with non-identical support
Choudhury, Mriganka Mouli
;
Bhattacharya, Rahul
;
Maiti, …
- In:
Statistics in transition : an international journal of …
23
(
2022
)
3
,
pp. 43-64
The Uniformly
Minimum
Variance
Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X ≤ Y) and the …
Persistent link: https://www.econbiz.de/10013428843
Saved in:
5
Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution
Hassan, Amal S.
;
Assar, Salwa M.
;
Ali, Kareem A.
;
Nagy, …
- In:
Statistics in transition : an international journal of …
22
(
2021
)
4
,
pp. 171-189
considered. We examine the maximum likelihood estimator, the uniformly
minimum
variance
unbiased estimator, the least squares …
Persistent link: https://www.econbiz.de/10012818210
Saved in:
6
Mean-variance hedging in the presence of estimation risk
Chiu, Wan-Yi
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10012659670
Saved in:
7
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
8
Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis
;
Giraitis, Liudas
;
Kapetanios, George
-
2020
thresholding method, comparing it with other estimators in simulations and an empirical application on the design of
minimum
…
variance
portfolios. …
Persistent link: https://www.econbiz.de/10012316010
Saved in:
9
A comparison of
minimum
variance
and maximum Sharpe ratio portfolios for mainstream investors
Vinzelberg, Anja
;
Auer, Benjamin R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10012797861
Saved in:
10
Estimation and testing procedures for the reliability characteristics of Kumaraswamy-G distributions based on the progressively first failure censored samples
Chaturvedi, Ajit
;
Garg, Renu
;
Saini, Shubham
- In:
Opsearch : journal of the Operational Research Society …
59
(
2022
)
2
,
pp. 494-517
Persistent link: https://www.econbiz.de/10013273209
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->