//--> //--> //--> //-->
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
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 Portfolio"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio-Management
74
Portfolio selection
72
Varianzanalyse
39
Analysis of variance
38
Theorie
37
Theory
35
Minimum variance portfolio
31
minimum variance portfolio
27
Capital income
24
Kapitaleinkommen
24
Schätztheorie
24
Estimation theory
22
Correlation
16
Korrelation
16
Global minimum variance portfolio
13
Volatility
13
Volatilität
13
Minimum-variance portfolio
12
CAPM
11
Forecasting model
10
Prognoseverfahren
10
Risikomaß
9
Risk measure
9
global minimum variance portfolio
8
Aktienmarkt
7
Covariance matrix estimation
7
Global Minimum Variance Portfolio
7
Hedging
7
Stock market
7
Estimation risk
6
James-Stein estimation
6
Portfolio optimization
6
Risiko
6
Risk
6
portfolio optimization
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Estimation
5
Minimum Variance Portfolio
5
more ...
less ...
Online availability
All
Undetermined
55
Free
44
Type of publication
All
Article
84
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Working Paper
14
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Article
3
research-article
1
more ...
less ...
Language
All
English
90
Undetermined
30
Portuguese
1
Author
All
Frahm, Gabriel
9
Memmel, Christoph
9
Bodnar, Taras
5
Gatarek, Lukasz
5
Johansen, Søren
5
Tokpavi, Sessi
5
Hotta, Luiz K.
4
Santos, André A. P.
4
Trucíos, Carlos
4
Vaucher, Benoit
4
Zevallos, Mauricio
4
Chávez-Bedoya, Luis
3
Feldkircher, Martin
3
Golosnoy, Vasyl
3
Gruber, Thomas
3
Huber, Florian
3
Kempf, Alexander
3
Maillet, Bertrand
3
An, Yunbi
2
Avuglah, R. K.
2
Bauwens, Luc
2
Berger, Theo
2
Braga, Maria Debora
2
Candelon, Bertrand
2
Chiu, Wan-Yi
2
Dedu, Vincent
2
Dendramis, Yiannis
2
Du, Jiangze
2
Fieberg, Christian
2
Giraitis, Liudas
2
Hallin, Marc
2
Hildebrandt, Benno
2
Hong, Marshall
2
Hu, Jinjin
2
Hurlin, Christophe
2
Hwang, Tienyu
2
Jiang, Chonghui
2
Kapetanios, George
2
Karaesmen, Fikri
2
Köhler, Steffen
2
more ...
less ...
Institution
All
HAL
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Departamento Académico de Economía, Universidad del Pacífico
1
Department Volkswirtschaftlehre, Universität Bern
1
Deutsche Bundesbank
1
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
1
EconWPA
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
School of Economics and Management, University of Aarhus
1
Tinbergen Instituut
1
Université Paris-Dauphine (Paris IX)
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Finance research letters
6
Journal of econometrics
5
Journal of banking & finance
4
Economic modelling
3
European journal of operational research : EJOR
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
The journal of asset management
3
Applied economics letters
2
Discussion Papers in Econometrics and Statistics
2
Discussion Papers in Statistics and Econometrics
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
MPRA Paper
2
Post-Print / HAL
2
Public Policy Review
2
Public policy review
2
Quantitative finance
2
Annals of economics and statistics
1
Annals of finance
1
Applied economics quarterly
1
Asia Pacific financial markets
1
Australian Journal of Management
1
CFR Working Paper
1
CFR Working Papers
1
CORE Discussion Papers
1
CREATES Research Papers
1
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
1
Computational Management Science : CMS
1
Computational Statistics & Data Analysis
1
Computational management science
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Discussion paper / Tinbergen Institute
1
Diskussionsschriften
1
ECARES working paper
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
75
RePEc
35
EconStor
10
Other ZBW resources
1
Showing
1
-
10
of
121
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are minimum variance portfolios in multi-factor models long in low-beta assets?
Steland, Ansgar
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10015045588
Saved in:
2
Sparsity and stability for minimum-variance portfolios
Husmann, Sven
;
Shivarova, Antoniya
;
Steinert, Rick
- In:
Risk management : an international journal
24
(
2022
)
3
,
pp. 214-235
Persistent link: https://www.econbiz.de/10013387562
Saved in:
3
Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
4
Limiting out-of-sample performance of optimal unconstrained portfolios
Chávez-Bedoya, Luis
;
Birge, John R.
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015062578
Saved in:
5
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:
6
Energy commodity price risk minimization with precious metals in a multivariate portfolio
Živkov, Dejan
;
Damnjanović, Jelena
; …
- In:
Finance a úvěr
72
(
2022
)
1
,
pp. 50-70
Persistent link: https://www.econbiz.de/10013189236
Saved in:
7
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
8
Reduction of estimation risk in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
Saved in:
9
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
10
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->