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~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Portfolio-Management
Schätzung
Capital income
137
Kapitaleinkommen
137
Volatility
70
Volatilität
70
Theorie
60
Theory
60
Estimation
56
Estimation theory
48
Schätztheorie
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Forecasting model
46
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Time series analysis
38
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Portfolio selection
25
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Factor analysis
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Todorov, Viktor
8
Bollerslev, Tim
5
Tauchen, George Eugene
4
Xiu, Dacheng
4
Andersen, Torben
3
Li, Yingying
3
Aït-Sahalia, Yacine
2
Hansen, Lars Peter
2
Li, Jia
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Wachter, Jessica
2
Warusawitharana, Missaka
2
Zheng, Xinghua
2
Andreou, Elena
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bellemare, Charles
1
Bibinger, Markus
1
Blake, David
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cai, T. Tony
1
Caulfield, Tristan
1
Cederburg, Scott
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chen, Min
1
Chen, Rong
1
Chen, Rui
1
Chen, Zhao
1
Choi, Yongok
1
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Journal of econometrics
Finance research letters
343
Journal of banking & finance
337
NBER working paper series
328
Working paper / National Bureau of Economic Research, Inc.
280
Journal of financial economics
276
International review of financial analysis
257
NBER Working Paper
237
Journal of empirical finance
213
International review of economics & finance : IREF
189
Applied economics
182
Applied economics letters
159
Research in international business and finance
152
The North American journal of economics and finance : a journal of financial economics studies
146
The European journal of finance
144
Pacific-Basin finance journal
143
Applied financial economics
137
Management science : journal of the Institute for Operations Research and the Management Sciences
126
Economic modelling
125
Journal of international financial markets, institutions & money
125
Discussion paper / Centre for Economic Policy Research
124
The journal of asset management
123
The journal of finance : the journal of the American Finance Association
113
Review of quantitative finance and accounting
109
Journal of financial and quantitative analysis : JFQA
105
Research paper series / Swiss Finance Institute
104
Journal of risk and financial management : JRFM
97
The review of financial studies
92
Discussion paper series / IZA
88
Journal of financial markets
88
Working paper / Centre for Financial Research
88
Economics letters
86
Discussion papers / CEPR
85
Journal of international money and finance
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
Investment management and financial innovations
81
CESifo working papers
79
Journal of investment management : JOIM
76
International journal of economics and finance
75
The journal of portfolio management : a publication of Institutional Investor
73
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ECONIS (ZBW)
73
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1
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David
;
Caulfield, Tristan
;
Ioannidis, Christos
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
Saved in:
2
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
3
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
Saved in:
4
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
Saved in:
5
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
6
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
7
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
8
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
9
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
10
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
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