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1
Mean variance portfolio selection subject to value-at-risk constraints applied to real stock market data
Hamza, F.
;
El Kharrim, Mohamed
;
El Hachloufi, Mostafa
- In:
Computational techniques for banking and risk management
,
(pp. 61-72)
.
2013
Persistent link: https://www.econbiz.de/10010199040
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2
A comparison between goal programming and regression analysis for portfolio selection
Tamiz, Mehrdad
- In:
Multiple criteria decision making : proceedings of the …
,
(pp. 421-432)
.
1997
Persistent link: https://www.econbiz.de/10001320327
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3
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
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4
Improving Henderson's method 3 approach when estimating variance components in a two-way mixed linear model
Sarraj, Razaw al
;
Rosen, Dietrich von
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 125-142)
.
2009
Persistent link: https://www.econbiz.de/10003780952
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5
Robust diagnostics in university performance studies
Bini, Matilde
;
Bertaccini, Bruno
;
Bacci, Silvia
- In:
Statistical methods for the evaluation of educational …
,
(pp. 139-160)
.
2009
Persistent link: https://www.econbiz.de/10003974727
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6
Einführung in die kovarianzbasierte Analyse von Strukturgleichungsmodellen mit latenten Variablen am Beispiel der LISREL-Software
Raithel, Sascha
- In:
Theorien und Methoden der Betriebswirtschaft : Handbuch …
,
(pp. 541-571)
.
2009
Persistent link: https://www.econbiz.de/10003877244
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7
Schätzverfahren für Kreditrisikomodelle : Parametrisierung von CreditRisk+
Gillespie, Gordon
- In:
Brennpunkt Risikomanagement und Regulierung
,
(pp. 153-165)
.
2015
Persistent link: https://www.econbiz.de/10010503305
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8
JRR variance estimates for longitudinal fuzzy measures of multi-dimensional poverty
Betti, Gianni
;
Gagliardi, Francesca
;
Verma, Vijay
- In:
Analysis of socio-economic conditions : insights from a …
,
(pp. 99-119)
.
2021
Persistent link: https://www.econbiz.de/10013093291
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9
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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10
Smooth correlation estimation with application to portfolio credit risk
Weißbach, Rafael
;
Rosenow, Bernd
- In:
Classification - the ubiquitous challenge : proceedings …
,
(pp. 474-481)
.
2005
Persistent link: https://www.econbiz.de/10003569573
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