//--> //--> //--> //-->
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
~institution:"Nationalekonomiska Institutionen <Lund>"
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
6
Portfolio-Management
6
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Statistical error
3
Statistischer Fehler
3
CAPM
2
Estimation
2
Hedging
2
Incomplete information
2
Panel
2
Panel study
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Unvollkommene Information
2
Zeitreihenanalyse
2
1970-1999
1
Business cycle
1
Capital income
1
Cointegration
1
Correlation
1
Factor price equalization
1
Faktorpreisausgleich
1
GARCH
1
Kapitaleinkommen
1
Kointegration
1
Konjunktur
1
Korrelation
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Präferenztheorie
1
Risikoaversion
1
Risk aversion
1
Schweden
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Working Paper
13
Graue Literatur
10
Non-commercial literature
10
Language
All
English
13
Author
All
Asgharian, Hossein
2
Jönsson, Kristian
2
Lundtofte, Frederik
2
Nilsson, Birger
2
Bengtsson, Christoffer
1
Edgerton, David L.
1
Erlandsson, Ulf G.
1
Graflund, Andreas
1
Hansson, Björn A.
1
Jochumzen, Peter
1
Jones, Barry E.
1
Westerlund, Joakim
1
more ...
less ...
Institution
All
Nationalekonomiska Institutionen <Lund>
National Bureau of Economic Research
1,003
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
143
C.E.P.R. Discussion Papers
62
Ekonomiska forskningsinstitutet <Stockholm>
48
OECD
34
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
32
Center for Economic Research <Tilburg>
29
European University Institute / Department of Economics
28
Institut für Schweizerisches Bankwesen <Zürich>
28
Umeå universitet
26
University of New England / Department of Econometrics
23
Springer Fachmedien Wiesbaden
22
Centre for Microdata Methods and Practice <London>
19
Institute of Finance and Accounting <London>
19
London School of Economics and Political Science
18
National Centre of Competence in Research North South <Bern>
17
Rodney L. White Center for Financial Research
17
Deutsche Forschungsgemeinschaft
16
Federal Reserve System / Division of Research and Statistics
16
Institut für Weltwirtschaft
16
Centre for Quantitative Economics & Computing
15
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Forschungsinstitut zur Zukunft der Arbeit
14
HAL
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
University of Exeter / Department of Economics
14
Université Paris-Dauphine (Paris IX)
14
European University Institute / Department of Law
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
World Bank
13
Birkbeck College / Department of Economics
12
Center for Financial Studies
12
Centre for Analytical Finance <Århus>
12
Econometrisch Instituut <Rotterdam>
12
Fisher Investments Inc. <Woodside, Calif.>
12
Organisation for Economic Co-operation and Development
12
Tilburg University, Center for Economic Research
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Universität Zürich / Institut für Schweizerisches Bankwesen
12
more ...
less ...
Published in...
All
Working paper / Department of Economics, Lund University
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
Saved in:
2
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609444
Saved in:
3
Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609475
Saved in:
4
A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
Saved in:
5
International asset pricing and the benefits from world market diversification
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652002
Saved in:
6
Dynamic porfolio selection : the relevance of switching regimes and investment horizon
Graflund, Andreas
(
contributor
);
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652031
Saved in:
7
Transition variables in the Markov-switching model : some small sample properties
Erlandsson, Ulf G.
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002652643
Saved in:
8
Cross sectional analysis of the Swedish stock market
Asgharian, Hossein
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704670
Saved in:
9
Estimation in binary choice models with measurement errors
Edgerton, David L.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748428
Saved in:
10
Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->