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
~accessRights:"restricted"
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
Portfolio construction by miti...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
10,196
Portfolio-Management
10,113
Estimation theory
5,430
Schätztheorie
5,430
Theorie
4,263
Theory
4,263
Capital income
2,383
Kapitaleinkommen
2,383
Estimation
2,222
Schätzung
2,199
Risk
1,608
Risiko
1,573
Anlageverhalten
1,460
Behavioural finance
1,460
Volatility
1,257
Volatilität
1,256
CAPM
1,211
Time series analysis
1,167
Zeitreihenanalyse
1,167
Risikomaß
1,109
Risk measure
1,107
Risikomanagement
1,077
Prognoseverfahren
1,072
Forecasting model
1,071
Risk management
1,064
Investmentfonds
1,022
Investment Fund
1,019
Börsenkurs
1,018
Share price
1,018
Regression analysis
1,009
Regressionsanalyse
1,006
Aktienmarkt
913
Stock market
912
Stochastischer Prozess
869
Stochastic process
868
Nichtparametrisches Verfahren
792
Nonparametric statistics
792
Welt
778
World
778
Kapitalanlage
734
more ...
less ...
Online availability
All
Undetermined
Free
28,911
Type of publication
All
Article
14,236
Book / Working Paper
1,788
Journal
16
Type of publication (narrower categories)
All
Article in journal
13,379
Aufsatz in Zeitschrift
13,379
Arbeitspapier
879
Working Paper
879
Graue Literatur
862
Non-commercial literature
862
Aufsatz im Buch
529
Book section
529
Conference paper
133
Konferenzbeitrag
133
Aufsatzsammlung
61
Hochschulschrift
55
Lehrbuch
33
Collection of articles of several authors
23
Sammelwerk
23
Textbook
16
Systematic review
15
Übersichtsarbeit
15
Thesis
13
Konferenzschrift
11
Amtsdruckschrift
10
Government document
10
research-article
9
Case study
8
Fallstudie
8
Handbook
8
Handbuch
8
Ratgeber
6
Festschrift
5
Glossar enthalten
3
Glossary included
3
Bibliografie enthalten
2
Bibliography included
2
Einführung
2
Interview
2
Nachruf
2
Aufgabensammlung
1
Collection of articles written by one author
1
Conference proceedings
1
Fallstudiensammlung
1
more ...
less ...
Language
All
English
15,515
Undetermined
332
German
191
French
1
Spanish
1
Author
All
Fabozzi, Frank J.
44
Tsionas, Efthymios G.
44
Zaremba, Adam
33
Lee, Cheng F.
32
Kang, Sang Hoon
31
Uppal, Raman
29
Escobar, Marcos
28
Gao, Jiti
28
Lee, Lung-fei
27
Linton, Oliver
27
Phillips, Peter C. B.
27
Tiwari, Aviral Kumar
27
Mensi, Walid
25
Su, Liangjun
24
Zhang, Xinyu
24
Parmeter, Christopher F.
23
Baltagi, Badi H.
22
Hammoudeh, Shawkat
22
Sentana, Enrique
22
Wolf, Michael
21
Bouri, Elie
20
Kumbhakar, Subal
20
Satchell, Stephen
20
Auer, Benjamin R.
19
Wong, Wing Keung
19
Yoon, Seong-min
19
Cai, Zongwu
18
Forsyth, Peter A.
18
Guiso, Luigi
18
Li, Duan
18
Marcellino, Massimiliano
18
Muhle-Karbe, Johannes
18
Tu, Yundong
18
Vanduffel, Steven
18
Chen, An
17
Goodell, John W.
17
Härdle, Wolfgang
17
Kim, Woo Chang
17
Nguyen, Duc Khuong
17
Ullah, Aman
17
more ...
less ...
Institution
All
National Bureau of Economic Research
79
C.E.P.R. Discussion Papers
62
OECD
33
Springer Fachmedien Wiesbaden
19
Organisation for Economic Co-operation and Development
11
International Energy Agency
10
World Bank
10
World Bank Group
9
Springer International Publishing
7
IGI Global
3
NetLibrary, Inc
3
Springer-Verlag GmbH
3
De Gruyter Oldenbourg
2
Edward Elgar Publishing
2
Taylor and Francis.
2
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
1
CFA Institute <Charlottesville, Va.>
1
CRC Press LLC.
1
Cambridge University Press
1
Centre for Economic Policy Research
1
International Conference on Banking and Finance Perspectives <6., 2022, Cuenca>
1
International Conference on Risk Management <2., 2018, Turin>
1
International Finance Corporation
1
Metropolitan Society for the Abolition of Burials in Towns
1
Nomos Verlagsgesellschaft
1
Palgrave Macmillan <Firma>
1
Royal Economic Society / Annual Conference <2016, Brighton>
1
Springer Nature Switzerland AG
1
Technische Universität Chemnitz
1
University of Washington / Graduate School of Business Administration
1
Universität Augsburg
1
Universität zu Köln
1
Weltbank / Data for Goals Group
1
World Bank / Agriculture and Natural Resources Dept / Office of the Director
1
World Bank / Development Research Group / Poverty Team
1
World Bank / Development Research Group / Public Service Delivery
1
World Bank / Financial Sector Development Dept
1
World Scientific Publishing Co. Pte. Ltd.
1
Wrocław International Conference in Finance <3., 2017, Breslau>
1
more ...
less ...
Published in...
All
Journal of econometrics
737
Finance research letters
458
Economics letters
358
European journal of operational research : EJOR
318
Insurance / Mathematics & economics
294
Discussion paper / Centre for Economic Policy Research
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Econometric reviews
261
Journal of banking & finance
244
International review of financial analysis
225
SpringerLink / Bücher
218
Quantitative finance
198
Discussion papers / CEPR
187
Applied economics
180
Economic modelling
180
Computational economics
161
Working paper / National Bureau of Economic Research, Inc.
160
Management science : journal of the Institute for Operations Research and the Management Sciences
159
Journal of financial economics
158
Econometric theory
155
The North American journal of economics and finance : a journal of financial economics studies
154
International review of economics & finance : IREF
149
Applied economics letters
142
Journal of empirical finance
138
International journal of forecasting
121
Journal of economic dynamics & control
120
The journal of asset management
118
The journal of portfolio management : JPM
118
Energy economics
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
Research in international business and finance
110
Pacific-Basin finance journal
109
The econometrics journal
101
International journal of theoretical and applied finance
100
The European journal of finance
97
The journal of investing : JOI
89
Journal of international financial markets, institutions & money
88
Operations research
88
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
NBER working paper series
80
more ...
less ...
Source
All
ECONIS (ZBW)
15,695
RePEc
333
Other ZBW resources
11
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
16,040
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting and estimation error : value-at-risk overviolation rate
Tsafack, Georges
;
Cataldo, James M.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1351-1396
Persistent link: https://www.econbiz.de/10012616952
Saved in:
2
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
3
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
4
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
5
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
6
Portfolio turnover when IC is time-varying
Ding, Zhuanxin
;
Martin, R. Douglas
;
Yang, Chaojun
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 609-622
Persistent link: https://www.econbiz.de/10012421074
Saved in:
7
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
8
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
9
Uncertain risk parity
Shah, Anish R.
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
Saved in:
10
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
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...
