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
~subject:"Portfolio selection"
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
Minimally cross-entropic condi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Zeitreihenanalyse
28,958
Time series analysis
28,789
Theorie
13,297
Theory
13,266
Schätztheorie
6,397
Estimation theory
6,389
Schätzung
6,234
Estimation
6,226
Prognoseverfahren
6,059
Forecasting model
6,037
Volatility
3,926
Volatilität
3,855
USA
3,000
United States
2,981
Autokorrelation
2,746
Autocorrelation
2,739
ARCH-Modell
2,700
ARCH model
2,659
GARCH
2,448
Börsenkurs
2,316
Share price
2,302
Kointegration
2,246
Cointegration
2,245
Kapitaleinkommen
2,172
Capital income
2,169
Konjunktur
1,994
Business cycle
1,984
VAR-Modell
1,610
VAR model
1,608
Stochastischer Prozess
1,505
Stochastic process
1,488
Unit root test
1,474
Einheitswurzeltest
1,472
State space model
1,410
Zustandsraummodell
1,410
Structural break
1,265
Strukturbruch
1,264
Aktienmarkt
1,217
Stock market
1,210
Welt
1,183
more ...
less ...
Online availability
All
Free
229
Undetermined
209
Type of publication
All
Article
363
Book / Working Paper
285
Type of publication (narrower categories)
All
Article in journal
347
Aufsatz in Zeitschrift
347
Graue Literatur
128
Non-commercial literature
128
Arbeitspapier
119
Working Paper
119
Hochschulschrift
38
Thesis
35
Aufsatz im Buch
15
Book section
15
Lehrbuch
11
Textbook
11
Collection of articles of several authors
7
Collection of articles written by one author
7
Sammelwerk
7
Sammlung
7
Aufsatzsammlung
5
Bibliografie enthalten
2
Bibliography included
2
Konferenzschrift
2
Bibliografie
1
Conference paper
1
Conference proceedings
1
Forschungsbericht
1
Glossar enthalten
1
Glossary included
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
622
German
27
French
1
Undetermined
1
Author
All
Cheema, Muhammad A.
10
Christiansen, Charlotte
9
Engle, Robert F.
9
Härdle, Wolfgang
8
Ranaldo, Angelo
8
Mercereau, Benoît
7
Söderlind, Paul
7
Wolf, Michael
7
Chang, Chia-Lin
6
Ehsani, Sina
6
Hautsch, Nikolaus
6
Lucas, André
6
Ślepaczuk, Robert
6
Guidolin, Massimo
5
Li, Youwei
5
Malec, Peter
5
Moskowitz, Tobias J.
5
Nartea, Gilbert
5
Okhrin, Ostap
5
Wickens, Michael R.
5
Zaffaroni, Paolo
5
Zhou, Guofu
5
Flavin, Thomas J.
4
Golosnoy, Vasyl
4
Hallin, Marc
4
Hong, KiHoon
4
Kyj, Lada M.
4
Ledoit, Olivier
4
Li, Kai
4
Liu, Jiadong
4
McAleer, Michael
4
Ooi, Yao Hua
4
Paolella, Marc S.
4
Pedersen, Lasse Heje
4
Pesaran, M. Hashem
4
Reeves, Jonathan J.
4
Schleicher, Christoph
4
Trucíos, Carlos
4
Tsay, Ruey S.
4
Ardia, David
3
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Nationalekonomiska Institutionen <Lund>
2
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
Eric Cuvillier <Firma>
1
Hochschule Anhalt (FH)
1
Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
1
Leonard N. Stern School of Business / Information Systems Department
1
Weltbank / International Trade Division
1
more ...
less ...
Published in...
All
Journal of banking & finance
14
Applied economics
11
Journal of empirical finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
9
Computational economics
8
International journal of forecasting
8
Working papers
8
Discussion paper / Tinbergen Institute
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of financial economics
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
The journal of asset management
6
International review of financial analysis
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
The European journal of finance
5
The journal of finance : the journal of the American Finance Association
5
Wiley series in probability and statistics
5
Applied economics letters
4
Finance research letters
4
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Journal of financial econometrics
4
NBER working paper series
4
Quantitative finance
4
SFB 649 discussion paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of financial economics
3
Applied financial economics
3
Applied quantitative finance
3
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
3
Discussion paper / Centre for Economic Policy Research
3
Dresdner Beiträge zu quantitativen Verfahren
3
Econometrics : open access journal
3
Energy economics
3
European research studies
3
International journal of financial engineering
3
Investment management and financial innovations
3
more ...
less ...
Source
All
ECONIS (ZBW)
647
RePEc
1
Showing
1
-
10
of
648
Sort
relevance
articles prioritized
date (newest first)
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
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:
3
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:
4
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
5
Expected shortfall in the presence of asymmetry and long memory : an application to Vietnamese stock markets
Walther, Thomas
- In:
Pacific accounting review
29
(
2017
)
2
,
pp. 132-151
Persistent link: https://www.econbiz.de/10011703972
Saved in:
6
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
7
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
8
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
9
Multivariate
GARCH
and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin
-
2015
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
Saved in:
10
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
