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:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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
Stabilität der Korrelationen b...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
4
Korrelation
4
Portfolio selection
4
Portfolio-Management
4
Estimation theory
2
Schätztheorie
2
Theorie
2
Theory
2
Capital income
1
Contract theory
1
Economics of insurance
1
Financial market
1
Finanzmarkt
1
Investitionsrisiko
1
Investment risk
1
Kapitaleinkommen
1
Risikoaversion
1
Risk aversion
1
Sampling
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Stichprobenerhebung
1
Versicherungsökonomik
1
Vertragstheorie
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
Language
All
English
7
Author
All
Ledoit, Olivier
3
Wolf, Michael
3
Bertail, Patrice
1
Bijmolt, Tammo H. A.
1
Gómez, Juan-Pedro
1
Häfke, Christian
1
Penalva, José
1
Politis, Dimitris N.
1
Sharma, Tridib
1
Velden, Michel van de
1
more ...
less ...
Institution
All
Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
638
Institut für Schweizerisches Bankwesen <Zürich>
40
World Bank
31
OECD
26
Institute of Finance and Accounting <London>
22
National Centre of Competence in Research North South <Bern>
21
World Bank Group
21
Springer Fachmedien Wiesbaden
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Rodney L. White Center for Financial Research
13
International Monetary Fund
12
Basel Committee on Banking Supervision
11
Ekonomiska forskningsinstitutet <Stockholm>
11
Fisher Investments Inc. <Woodside, Calif.>
11
Frankfurt School of Finance & Management
11
Pensions Institute
11
Universität Zürich / Institut für Schweizerisches Bankwesen
11
Center for Economic Research <Tilburg>
10
Erasmus Research Institute of Management
10
International Center for Financial Asset Management and Engineering
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
CFA Institute <Charlottesville, Va.>
9
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
9
Federal Reserve Bank of St. Louis
9
Manchester Business School
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
8
FinanzBuch Verlag
8
Goethe-Universität Frankfurt am Main
8
Center for Urban & Real Estate Management <Zürich>
7
European University Institute / Department of Law
7
Friedrich-Schiller-Universität Jena
7
Nationalekonomiska Institutionen <Lund>
7
University of Cambridge / Department of Applied Economics
7
Universität Mannheim
7
Federal Reserve Bank of San Francisco
6
Institut für Finanzdienstleistungen Zug
6
more ...
less ...
Published in...
All
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
2
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
Saved in:
3
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
4
Generalized canonical correlation analysis of matrices with different row and column orders
Velden, Michel van de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939833
Saved in:
5
Implications of dynamic trading for insurance markets
Penalva, José
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110193
Saved in:
6
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Saved in:
7
Portfolio delegation under short-selling constraints
Gómez, Juan-Pedro
(
contributor
);
Sharma, Tridib
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002054694
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
