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:"Staff working papers / Bank of England"
~language:"eng"
~person:"Harris, Richard D. F."
~person:"Härdle, Wolfgang"
~person:"Scaillet, Olivier"
~subject:"Statistische Verteilung"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Schätzung
3
CAPM
2
Risiko
2
Risk
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
tail risk
2
value at risk
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Black-Litterman model
1
Capital income
1
Downside risk
1
Financial crisis
1
Finanzkrise
1
Kapitaleinkommen
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Multivariate Analyse
1
Multivariate analysis
1
Risikomanagement
1
Risk management
1
Statistical distribution
1
Stock market
1
co-moments
1
downside risk
1
financial crisis
1
leverage effect
1
multivariate conditional volatility
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Harris, Richard D. F.
Härdle, Wolfgang
Scaillet, Olivier
Stoja, Evarist
1
Tan, Linzhi
1
Published in...
All
Staff working papers / Bank of England
SFB 649 discussion paper
6
Applied quantitative finance
1
Bank of England Working Paper
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Computational economics
1
FAME research paper series
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of the American Statistical Association : JASA
1
Quantitative finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
