Found: 14
Select item for more details and to access through your institution.
Erratum to "Savage's P3 is Redundant".
- Published in:
- Econometrica, 2023, v. 91, n. 3, p. 33, doi. 10.3982/ECTA21641
- By:
- Publication type:
- Article
A performance analysis of prediction intervals for count time series.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 4, p. 603, doi. 10.1002/for.2729
- By:
- Publication type:
- Article
Analysis and Forecasting of Risk in Count Processes.
- Published in:
- Journal of Risk & Financial Management, 2021, v. 14, n. 4, p. 1, doi. 10.3390/jrfm14040182
- By:
- Publication type:
- Article
Statistical properties of estimators for the log-optimal portfolio.
- Published in:
- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 1, doi. 10.1007/s00186-020-00701-1
- By:
- Publication type:
- Article
Evaluating Approximate Point Forecasting of Count Processes.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 3, p. 30, doi. 10.3390/econometrics7030030
- By:
- Publication type:
- Article
The Outperformance Probability of Mutual Funds.
- Published in:
- Journal of Risk & Financial Management, 2019, v. 12, n. 3, p. 1, doi. 10.3390/jrfm12030108
- By:
- Publication type:
- Article
THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 5, p. N.PAG, doi. 10.1142/S0219024919500250
- By:
- Publication type:
- Article
ARBITRAGE PRICING THEORY IN ERGODIC MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 5, p. N.PAG, doi. 10.1142/S021902491850036X
- By:
- Publication type:
- Article
CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”.
- Published in:
- 2018
- By:
- Publication type:
- Correction Notice
An Intersection–Union Test for the Sharpe Ratio.
- Published in:
- Risks, 2018, v. 6, n. 2, p. 40, doi. 10.3390/risks6020040
- By:
- Publication type:
- Article
PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 1, p. -1, doi. 10.1142/S0219024916500060
- By:
- Publication type:
- Article
A theoretical foundation of portfolio resampling.
- Published in:
- Theory & Decision, 2015, v. 79, n. 1, p. 107, doi. 10.1007/s11238-014-9453-0
- By:
- Publication type:
- Article
Linear statistical inference for global and local minimum variance portfolios.
- Published in:
- Statistical Papers, 2010, v. 51, n. 4, p. 789, doi. 10.1007/s00362-008-0170-z
- By:
- Publication type:
- Article
A general approach to Bayesian portfolio optimization.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 2, p. 337, doi. 10.1007/s00186-008-0271-4
- By:
- Publication type:
- Article