//--> //--> //--> //-->
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:"Theorie"
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
Optimal characteristic portfol...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
36
Estimation
23
Portfolio selection
23
Portfolio-Management
23
Schätzung
23
Capital income
20
Kapitaleinkommen
20
Volatility
13
Volatilität
13
Forecasting model
12
Prognoseverfahren
12
Risikomaß
12
Risk measure
12
Börsenkurs
10
Share price
10
ARCH model
9
ARCH-Modell
9
CAPM
9
Estimation theory
9
Schätztheorie
9
Efficient market hypothesis
8
Statistical test
7
Statistischer Test
7
USA
7
United States
7
Virtual currency
7
Virtuelle Währung
7
Effizienzmarkthypothese
6
Financial market
6
Finanzmarkt
6
Interest rate parity
6
Neural networks
6
Neuronale Netze
6
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Time series analysis
6
Welt
6
more ...
less ...
Online availability
All
Free
16
Undetermined
10
Type of publication
All
Article
23
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
36
Author
All
Olmo, Jose
35
Mancini, Tullio
5
Gonzalo, Jesús
4
Laborda, Ricardo
4
Montes-Rojas, Gabriel
4
Calvo Pardo, Héctor F.
3
Pilbeam, Keith
3
Calvo-Pardo, Hector F.
2
Galvão Júnior, Antônio Fialho
2
Hallam, Mark
2
Kapar, Burcu
2
McGroarty, Frank
2
Atwi, Majed
1
Cai, Yuzhi
1
Castro, Luciano I. de
1
Cheang, Chi Wan
1
Escanciano, J. Carlos
1
Escanciano, Juan Carlos
1
Galvao, Antonio F.
1
Gonzalo, Jesus
1
Goodell, John W.
1
Jiang, Yifu
1
Juhl, Ted
1
Kim, Jeong Yeol
1
Labord, Ricardo
1
Lin, Weidong
1
Ma, Tiejun
1
Martinez, Oscar
1
McGee, Richard J.
1
Pouliot, William
1
Sanso-Navarro, Marcos
1
Sung, Ming-chien
1
Taamouti, Abderrahim
1
more ...
less ...
Published in...
All
Discussion papers in economics and econometrics
3
International journal of forecasting
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of banking & finance
2
Quantitative finance
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economics letters
1
International economic review
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of behavioral and experimental economics
1
Journal of economic integration
1
Journal of financial markets
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of theory and practice
1
The World Economy, 2020
1
Theoretical economics letters
1
UC3M working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Election uncertainty, economic policy uncertainty and financial market uncertainty : a prediction market analysis
Goodell, John W.
;
McGee, Richard J.
;
McGroarty, Frank
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012225014
Saved in:
2
Optimal portfolio allocation and asset centrality revisited
Olmo, Jose
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
Saved in:
3
Testing downside risk efficiency under market distress
Gonzalo, Jesús
(
contributor
);
Olmo, Jose
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774249
Saved in:
4
Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose
;
Pilbeam, Keith
- In:
Journal of economic integration
24
(
2009
)
2
,
pp. 369-384
Persistent link: https://www.econbiz.de/10003852551
Saved in:
5
Downside risk efficiency under market distress
Gonzalo, Jesus
;
Olmo, Jose
-
2009
Persistent link: https://www.econbiz.de/10003972376
Saved in:
6
Detecting the presence of insider trading via structural break tests
Olmo, Jose
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2820-2828
Persistent link: https://www.econbiz.de/10009373153
Saved in:
7
Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Olmo, Jose
;
Pilbeam, Keith
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009159745
Saved in:
8
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark
;
Olmo, Jose
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
Saved in:
9
Exchange rates, macroeconomic fundamentals and risk aversion
Laborda, Ricardo
;
Olmo, Jose
- In:
Theoretical economics letters
4
(
2014
)
6
,
pp. 363-370
Persistent link: https://www.econbiz.de/10010530821
Saved in:
10
Quantile double AR time series models for financial returns
Cai, Yuzhi
;
Montes-Rojas, Gabriel
;
Olmo, Jose
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009789563
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->