//--> //--> //-->
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:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Gilli, Manfred"
~person:"Mazur, Stepan"
~subject:"Asset allocation"
~type_genre:"Arbeitspapier"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Asset allocation
Portfolio selection
6
Portfolio-Management
6
Theorie
5
Theory
5
Mathematical programming
4
Mathematische Optimierung
4
Probability theory
3
Statistical distribution
3
Statistische Verteilung
3
Wahrscheinlichkeitsrechnung
3
Estimation theory
2
Schätztheorie
2
distribution theory
2
1999-2009
1
Analysis of variance
1
Capital income
1
Correlation
1
Covariance mixture of Gaussian distributions
1
Einkommensverteilung
1
Estimation
1
Financial analysis
1
Finanzanalyse
1
Fourth cumulant
1
Hedge fund
1
Hedgefonds
1
Heuristics
1
Heuristik
1
Income distribution
1
Kapitaleinkommen
1
Korrelation
1
Kurtosis
1
Linear ill-posed problems
1
MatG distribution
1
Mean-variance portfolio
1
Method of moments
1
Momentenmethode
1
Poisson distribution
1
Random matrices
1
Rank-deficient covariance matrix
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Gilli, Manfred
Mazur, Stepan
Javed, Farrukh
1
Thorsén, Erik
1
Published in...
All
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
-
2021
Persistent link: https://www.econbiz.de/10012605420
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->