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~subject:"Portfolio selection"
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Portfolio selection
Schätzung
131,077
Estimation
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Theorie
52,069
Theory
50,902
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40,930
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Zaremba, Adam
40
Fabozzi, Frank J.
38
Guidolin, Massimo
38
McAleer, Michael
36
Hammoudeh, Shawkat
30
Satchell, Stephen
26
Grobys, Klaus
25
Lo, Andrew W.
25
Ang, Andrew
24
Maurer, Raimond
24
Moskowitz, Tobias J.
24
Bali, Turan G.
22
Kang, Sang Hoon
22
Pedersen, Lasse Heje
22
Bekaert, Geert
21
Uppal, Raman
21
Ammann, Manuel
20
Mensi, Walid
20
Viceira, Luis M.
20
Zhou, Guofu
20
Caporin, Massimiliano
19
Ferson, Wayne E.
19
Jondeau, Eric
19
Engle, Robert F.
18
Escobar, Marcos
18
Guirguis, Michel
18
Hoesli, Martin
18
Santa-Clara, Pedro
18
Auer, Benjamin R.
17
Caporale, Guglielmo Maria
17
Chang, Chia-Lin
17
Clare, Andrew D.
17
Nguyen, Duc Khuong
17
Söderlind, Paul
17
Titman, Sheridan
17
Tiwari, Aviral Kumar
17
Wolf, Michael
17
Ślepaczuk, Robert
17
Brooks, Robin
16
Dahlquist, Magnus
16
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National Bureau of Economic Research
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International Center for Financial Asset Management and Engineering
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Federal Reserve Bank of St. Louis
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Universität Mannheim
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Pensions Institute
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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University of Chicago / Center for Research in Security Prices
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University of Toronto / Department of Economics
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
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Business Information Centre <Toronto>
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Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Centre for European Economic Studies <Leicester>
1
Centre for New and Emerging Markets <London>
1
Centro Studi Luca d'Agliano <Turin>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Chambre de commerce et d'industrie de Paris
1
Deutsche Aktuarvereinigung
1
Deutsche Gesellschaft für Versicherungsmathematik / Fachausschuss Finanzmathematik
1
Deutsche Gesellschaft für Versicherungsmathematik / Themenfeldgruppe Investmentmodelle
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Ecoplan, Forschung und Beratung in Wirtschaft und Politik
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
European University Institute / Department of Law
1
FernUniversität in Hagen
1
FinanzBuch Verlag
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
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Journal of banking & finance
194
Finance research letters
173
International review of financial analysis
138
NBER working paper series
130
Journal of financial economics
124
Journal of empirical finance
118
Working paper / National Bureau of Economic Research, Inc.
118
The journal of asset management
99
Applied economics
91
International review of economics & finance : IREF
89
NBER Working Paper
88
The North American journal of economics and finance : a journal of financial economics studies
83
Research in international business and finance
76
Research paper series / Swiss Finance Institute
70
Journal of risk and financial management : JRFM
69
The European journal of finance
68
Pacific-Basin finance journal
67
Journal of international financial markets, institutions & money
65
Financial markets and portfolio management
59
Applied economics letters
56
Journal of investment management : JOIM
56
The journal of finance : the journal of the American Finance Association
55
Discussion paper / Centre for Economic Policy Research
54
Quantitative finance
54
Review of quantitative finance and accounting
53
Economic modelling
52
Energy economics
52
Insurance / Mathematics & economics
52
Journal of financial and quantitative analysis : JFQA
52
The journal of portfolio management : a publication of Institutional Investor
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Swiss Finance Institute Research Paper
50
The review of financial studies
50
Applied financial economics
49
Investment management and financial innovations
48
Journal of economic dynamics & control
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Risks : open access journal
43
European journal of operational research : EJOR
40
Journal of financial markets
40
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ECONIS (ZBW)
10,011
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10,011
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date (oldest first)
1
How can long memory in
volatility
be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela
;
Mansouri, Fayçal
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
Saved in:
2
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
Risk
estimation
with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
4
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
5
GARCH models for daily stock returns : impact of
estimation
frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
6
GARCH models for daily stock returns : impact of
estimation
frequency on value-at-risk and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
-
2013
Persistent link: https://www.econbiz.de/10010191413
Saved in:
7
Value at risk (VaR) analysis for fat tails and long memory in returns
Günay, Samet
- In:
Eurasian economic review : a journal in applied …
7
(
2017
)
2
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011684346
Saved in:
8
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
9
Multiscale
volatility
transmission and portfolio construction between the baltic stock markets
Živkov, Dejan
;
Manić, Slavica
;
Đurašković, Jasmina
- In:
Finance a úvěr
69
(
2019
)
2
,
pp. 211-235
Persistent link: https://www.econbiz.de/10012137383
Saved in:
10
Local-linear
estimation
of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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