//--> //--> //--> //-->
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
~isPartOf:"Quantitative finance"
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
Uniform consistency of marked...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Robust statistics
16
Robustes Verfahren
16
Theorie
14
Theory
14
Portfolio selection
12
Portfolio-Management
12
Risikomaß
6
Risk measure
6
Mathematical programming
5
Mathematische Optimierung
5
Distributionally robust optimization
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Measurement
3
Messung
3
Portfolio optimization
3
Risikomanagement
3
Risk management
3
Robust optimization
3
Statistical method
3
Statistische Methode
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Asset allocation
2
CAPM
2
Control theory
2
Estimation
2
Experiment
2
Forecasting model
2
Kontrolltheorie
2
Machine learning
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
17
Author
All
Costa, Giorgio
2
Lütkebohmert-Holtz, Eva
2
Sester, Julian
2
Abergel, Frédéric
1
Bel Hadj Ayed, Ahmed
1
Bergen, V.
1
Ding, Rui
1
Escobar, Marcos
1
Falk, Thorsten
1
Fan, Zhengyang
1
García-Feijóo, Luis
1
Han, Bingyan
1
Hasim, Haslifah Mohamad
1
Iyengar, Garud N.
1
Ji, Ran
1
Kang, Zhilin
1
Koumou, Gilles Boevi
1
Kwon, Roy H.
1
Lejeune, Miguel A.
1
Li, Xun
1
Li, Zhongfei
1
Loeper, Grégoire
1
Ma, Tiejun
1
Perchet, Romain
1
Pun, Chi Seng
1
Rubtsov, A.
1
Sampid, Marius Galabe
1
Sornette, Didier
1
Soupé, François
1
Viale, Ariel M.
1
Wang, Lei
1
Wang, Wei
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Wong, Hoi Ying
1
Xu, Huifu
1
Yin, Chenyang
1
Zagst, Rudi
1
Zhu, Shushang
1
more ...
less ...
Published in...
All
Quantitative finance
European journal of operational research : EJOR
244
Operations research
85
Computers & operations research : and their applications to problems of world concern ; an international journal
67
Journal of econometrics
57
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Operations research letters
55
International journal of production research
54
Discussion paper / Center for Economic Research, Tilburg University
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
MPRA Paper
41
Omega : the international journal of management science
37
Transportation research / E : an international journal
36
Mathematics of operations research
34
Economics letters
33
INFORMS journal on computing : JOC
32
International journal of production economics
31
KBI
31
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
30
Insurance / Mathematics & economics
28
Discussion paper / Tinbergen Institute
27
Econometric reviews
27
Journal of economic theory
27
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
27
Cowles Foundation Discussion Papers
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
CEMMAP working papers / Centre for Microdata Methods and Practice
20
CentER Discussion Paper Series
20
Econometric theory
20
Economic modelling
20
Energy economics
20
OR spectrum : quantitative approaches in management
20
Computational Management Science : CMS
19
Journal of the American Statistical Association : JASA
19
NBER working paper series
19
Computers & operations research : an international journal
18
NBER Working Paper
18
Working paper
16
Cahiers du Département d'Econométrie
15
Cowles Foundation discussion paper
15
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer
;
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1165-1178
Persistent link: https://www.econbiz.de/10012194752
Saved in:
2
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
3
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
4
A practical guide to robust portfolio optimization
Yin, Chenyang
;
Perchet, Romain
;
Soupé, François
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
Saved in:
5
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
6
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
7
Robust statistical arbitrage strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
8
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
9
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
10
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->