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
~language:"eng"
~person:"Giacometti, Rosella"
~subject:"Eurozone"
~subject:"Multivariate Analyse"
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
Investing in talents : manager...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Eurozone
Multivariate Analyse
Capital income
4
Kapitaleinkommen
4
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
USA
2
United States
2
Corporate bond
1
EU countries
1
EU-Staaten
1
Estimation
1
Euro area
1
Markov chain
1
Markov-Kette
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Public bond
1
Risikomaß
1
Risk measure
1
Schätzung
1
Sharpe ratio
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic dominance
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Time series analysis
1
Unternehmensanleihe
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Giacometti, Rosella
Caporale, Guglielmo Maria
19
Spagnolo, Fabio
12
Spagnolo, Nicola
12
Erdogan, Burcu
7
Favero, Carlo A.
7
Koopman, Siem Jan
7
Kuzin, Vladimir
7
Feld, Lars P.
6
Franz, Wolfgang
6
Thomas, Tobias
6
Bernoth, Kerstin
5
De Nard, Gianluca
5
Haan, Jakob de
5
Hagen, Jürgen von
5
Hong, Seok Young
5
Janus, Paweł
5
Lucas, André
5
Sousa, Ricardo M.
5
Valdesogo, Alfonso
5
Zhang, Hui Jun
5
Akram, Tanweer
4
Anatolyev, Stanislav
4
Bekiros, Stelios
4
Creal, Drew
4
Dhaene, Geert
4
Engle, Robert F.
4
Fonseca, José Soares da
4
Haas, Markus
4
Heinen, Andréas
4
Hirsch, Patrick
4
Karanasos, Menelaos
4
Köhler, Ekkehard A.
4
Ledoit, Olivier
4
Linton, Oliver
4
Lo Duca, Marco
4
Paolella, Marc S.
4
Wolf, Michael
4
Baldwin, Richard E.
3
Bielecki, Marcin
3
Bollerslev, Tim
3
more ...
less ...
Published in...
All
The journal of fixed income
1
Working paper series in economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
used by portfolio
managers
in portfolio construction: the marginal VaR and the marginal AVaR. We illustrate the proposed …
Persistent link: https://www.econbiz.de/10009576319
Saved in:
2
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
