//--> //--> //-->
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"
~person:"Füss, Roland"
~person:"Guidolin, Massimo"
~person:"Kraft, Holger"
~person:"Moskowitz, Tobias J."
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~subject:"Estimation"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risikomaß
5
Risk measure
5
Risiko
4
Risk
4
Schätzung
4
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Theorie
3
Theory
3
CAPM
2
Co-exceedance
2
Volatility
2
Volatilität
2
risk contribution
2
tail risk
2
value at risk
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Ausreißer
1
Black-Litterman model
1
Capital income
1
Downside risk
1
Entropie
1
Entropy
1
Financial crisis
1
Finanzkrise
1
Kapitaleinkommen
1
Kullback-Leibler divergence
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Multivariate Analyse
1
Multivariate analysis
1
Outliers
1
Statistical distribution
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Füss, Roland
Guidolin, Massimo
Kraft, Holger
Moskowitz, Tobias J.
Scaillet, Olivier
Stoja, Evarist
Harris, Richard D. F.
3
Cenedese, Gino
1
Chiu, Ching Wai Jeremy
1
Lloyd, Simon
1
Manuel, Ed
1
Nguyen, Linh
1
Nguyen, Linh H.
1
Panchev, Konstantin
1
Polanski, Arnold
1
Tan, Linzhi
1
more ...
less ...
Published in...
All
Staff working papers / Bank of England
Journal of financial economics
4
SAFE working paper
4
Research paper series / Swiss Finance Institute
3
BAFFI CAREFIN Centre Research Paper
2
Bank of England Working Paper
2
Columbia Business School Research Paper
2
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
2
Journal of banking & finance
2
Swiss Finance Institute Research Paper
2
Working paper series : working paper
2
Working papers on finance
2
Aspekte aus der Finanz- und Immobilienwirtschaft : Festschrift für Heinz Rehkugler
1
CESifo working papers
1
Chicago Booth Research Paper
1
Discussion paper / LSE Financial Markets Group
1
EFA 2008 Athens Meetings Paper
1
Essays on empirical asset pricing and consumption-portfolio choice
1
Fama-Miller Working Paper
1
Finance and stochastics
1
HEC Paris research paper series
1
Insurance / Mathematics & economics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of investment management : JOIM
1
Manchester Business School Research Paper
1
NBER Working Paper
1
NBER working paper series
1
Reihe: Portfoliomanagement
1
SAFE Working Paper
1
SRC discussion paper
1
SRC discussion paper : discussion paper series
1
The economic journal : the journal of the Royal Economic Society
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate finance and economics
1
University of St.Gallen, School of Finance Research Paper
1
Working paper
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
Working papers series / Manchester Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
2
Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
-
2019
Persistent link: https://www.econbiz.de/10012202260
Saved in:
3
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:
4
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->