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Black-Litterman and beyond : the Bayesian paradigm in investment management

Kolm, Petter N.; Ritter, Gordon; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 91-113

Persistent link: https://www.econbiz.de/10012503370

Application of statistical techniques in project monitoring and control

Gupta, Shalu; Bharti, Deepshikha - In: Strategic system assurance and business analytics, (pp. 85-97). 2020

Persistent link: https://www.econbiz.de/10012240765

Application of bootstrap re-sampling method in statistical measurement of sustainability

Khosravi, Faramarz; Izbirak, Gokhan; Shavarani, Seyed Mahdi - In: Socio-economic planning sciences : the international … 75 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012533697

Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64

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Gesamtwirtschaftliche Arbeitslosigkeit und Dispersion

Linden, Marc von der - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000684107

The costs of not knowing the radius

Rieder, Helmut; Kohl, Matthias; Ruckdeschel, Peter - 2001

We determine the increase of the maximum risk over the minimax risk in the case that the optimally robust estimator for the false radius is used. This is done by numerical solution of the implicit equations which determine optimal robustness, for location, scale, and linear regression models,...

Persistent link: https://www.econbiz.de/10009616786