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Estimating the global minimum variance portfolio
Kempf, Alexander; Memmel, Christoph - In: Schmalenbach business review : sbr 58 (2006) 4, pp. 332-348
Persistent link: https://www.econbiz.de/10003378062
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Forecasting with judgment
Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 553-563
Persistent link: https://www.econbiz.de/10003913446
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A skeptical appraisal of asset pricing tests
Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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Improved estimates of higher-order comoments and implications for portfolio selection
Martellini, Lionel; Ziemann, Voker - In: The review of financial studies 23 (2010) 4, pp. 1467-1502
Persistent link: https://www.econbiz.de/10003959855
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Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und ein...
Dannenberg, Henry - In: Kredit und Kapital 43 (2010) 4, pp. 559-585
Persistent link: https://www.econbiz.de/10008826413
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Estimation of optimal portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003697373
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Essays on finite sample inference and financial econometrics
Bao, Yong - 2004
Persistent link: https://www.econbiz.de/10003386763
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Three essays on modeling conditional correlation
Sheppard, Kevin - 2004
Persistent link: https://www.econbiz.de/10003550225
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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792