//--> //--> //--> //-->
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-Management"
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
Forecasting high-dimensional r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
622,230
Theory
607,142
Schätzung
130,387
Estimation
124,231
USA
61,725
United States
59,798
Welt
41,000
Prognoseverfahren
40,871
Volatility
40,443
Volatilität
40,265
Forecasting model
39,878
World
39,775
Kapitaleinkommen
39,052
Capital income
38,952
Deutschland
37,831
Germany
34,690
Börsenkurs
30,684
Share price
30,274
Zeitreihenanalyse
29,576
Time series analysis
28,487
Geldpolitik
28,098
Monetary policy
27,172
Portfolio selection
25,340
Risiko
22,455
Risk
22,282
Wirtschaftswachstum
22,129
Economic growth
21,283
Schätztheorie
19,772
Estimation theory
19,333
EU-Staaten
17,331
Mathematische Optimierung
16,916
Mathematical programming
16,809
EU countries
16,591
Aktienmarkt
16,504
Stock market
16,291
Konjunktur
14,774
Wirkungsanalyse
14,439
Business cycle
14,316
Impact assessment
14,072
more ...
less ...
Online availability
All
Free
8,818
Undetermined
6,145
Type of publication
All
Article
13,532
Book / Working Paper
12,040
Journal
37
Type of publication (narrower categories)
All
Article in journal
12,310
Aufsatz in Zeitschrift
12,310
Graue Literatur
3,823
Non-commercial literature
3,823
Working Paper
3,643
Arbeitspapier
3,403
Aufsatz im Buch
1,074
Book section
1,074
Hochschulschrift
1,073
Thesis
902
Lehrbuch
295
Textbook
277
Collection of articles of several authors
227
Sammelwerk
227
Collection of articles written by one author
195
Sammlung
195
Bibliografie enthalten
164
Bibliography included
164
Aufsatzsammlung
119
Glossar enthalten
65
Glossary included
65
Konferenzschrift
60
Conference paper
59
Konferenzbeitrag
59
Handbook
54
Handbuch
54
Conference proceedings
41
Systematic review
33
Übersichtsarbeit
33
Forschungsbericht
22
Case study
21
Fallstudie
21
Bibliografie
17
Mikroform
15
Reprint
15
Amtsdruckschrift
14
Government document
14
Mehrbändiges Werk
14
Multi-volume publication
14
CD-ROM, DVD
12
more ...
less ...
Language
All
English
24,201
German
1,212
French
80
Italian
55
Spanish
25
Polish
23
Dutch
14
Swedish
5
Czech
3
Danish
3
Hungarian
3
Russian
3
Undetermined
3
Portuguese
2
Afrikaans
1
Bulgarian
1
Finnish
1
Croatian
1
Norwegian
1
Slovak
1
Serbian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
140
Maurer, Raimond
90
Guidolin, Massimo
62
Platen, Eckhard
60
Satchell, Stephen
60
Ang, Andrew
59
Gollier, Christian
57
Uppal, Raman
54
McAleer, Michael
52
Lo, Andrew W.
47
Mitchell, Olivia S.
47
Campbell, John Y.
46
Korn, Ralf
45
Viceira, Luis M.
45
Kraft, Holger
42
Markowitz, Harry
42
Zaremba, Adam
42
Li, Duan
41
Wong, Wing Keung
41
Lucas, André
40
Zhou, Guofu
38
Post, Thierry
37
Bacchetta, Philippe
36
Escobar, Marcos
36
Levy, Haim
35
Prigent, Jean-Luc
34
Schenk-Hoppé, Klaus Reiner
34
Van Wincoop, Eric
34
Vanduffel, Steven
34
Zagst, Rudi
34
Hammoudeh, Shawkat
33
Hens, Thorsten
33
Pedersen, Lasse Heje
33
Stambaugh, Robert F.
33
Bekaert, Geert
31
Wong, Hoi Ying
31
Lioui, Abraham
30
Munk, Claus
30
Başak, Suleyman
29
Harvey, Campbell R.
29
more ...
less ...
Institution
All
National Bureau of Economic Research
319
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
10
International Center for Financial Asset Management and Engineering
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Rodney L. White Center for Financial Research
8
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
European University Institute / Department of Law
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Erasmus Research Institute of Management
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of St. Louis
5
Friedrich-Schiller-Universität Jena
5
Institut für Weltwirtschaft
5
Nationalekonomiska Institutionen <Lund>
5
Pensions Institute
5
Universität Mannheim
5
Association for Investment Management and Research
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve System / Division of Research and Statistics
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
World Bank
4
Bonn Graduate School of Economics
3
Chambre de commerce et d'industrie de Paris
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of Cambridge / Department of Applied Economics
3
University of Canterbury / Dept. of Economics and Finance
3
more ...
less ...
Published in...
All
Journal of banking & finance
372
NBER working paper series
314
Insurance / Mathematics & economics
295
European journal of operational research : EJOR
291
Finance research letters
279
Working paper / National Bureau of Economic Research, Inc.
260
NBER Working Paper
236
Journal of economic dynamics & control
189
Journal of financial economics
187
International review of financial analysis
179
Journal of empirical finance
162
Research paper series / Swiss Finance Institute
159
Finance and stochastics
157
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
155
The journal of asset management
152
Quantitative finance
148
The journal of portfolio management : a publication of Institutional Investor
142
The journal of finance : the journal of the American Finance Association
134
Management science : journal of the Institute for Operations Research and the Management Sciences
131
The review of financial studies
130
International review of economics & finance : IREF
128
Applied economics
127
Discussion paper / Centre for Economic Policy Research
124
The European journal of finance
123
The North American journal of economics and finance : a journal of financial economics studies
120
Risks : open access journal
119
Economic modelling
116
Swiss Finance Institute Research Paper
112
Journal of risk and financial management : JRFM
107
Economics letters
102
Journal of financial and quantitative analysis : JFQA
99
Journal of investment management : JOIM
96
Applied economics letters
89
Computational economics
85
Discussion paper / Tinbergen Institute
84
Financial markets and portfolio management
84
Research in international business and finance
84
Pacific-Basin finance journal
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
more ...
less ...
Source
All
ECONIS (ZBW)
25,339
EconStor
244
USB Cologne (EcoSocSci)
14
OLC EcoSci
12
Showing
1
-
10
of
25,609
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On portfolio optimization : forecasting asset covariances and variances based on multi-scale risk models
Berger, Theo
;
Fieberg, Christian
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 295-309
Persistent link: https://www.econbiz.de/10011628354
Saved in:
2
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
3
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada. M.
;
Malec, Peter
-
2013
-
First version: September 2011, This version: February 2013
models. We show that HF-based predictions yield a significantly lower portfolio
volatility
than methods employing daily …
Persistent link: https://www.econbiz.de/10009714536
Saved in:
4
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
5
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
6
A latent dynamic factor approach to forecasting multivariate stock market
volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
7
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
8
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
9
Dynamic covariance matrix
estimation
and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
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...
//-->