Found 14 Documents (Results 1–14)
Factor models of stock returns: GARCH errors versus time-varying betas. (English) Zbl 1376.62064
MSC:
62P05
Concentration risk in credit portfolios. (English) Zbl 1153.91005
EAA Lecture Notes. Berlin: Springer (ISBN 978-3-540-70869-8/pbk). xvii, 225 p. (2009).
Reviewer: Iulian Stoleriu (Iaşi)
Discrete portfolio optimization with industry constraints and transaction cost. (Chinese. English summary) Zbl 1174.91450
On recovering a population covariance matrix in the presence of selection bias. (English) Zbl 1108.62115
Graphical identifiability criteria for total effects in studies with an unobserved response variable. (English) Zbl 1050.62121
\(\beta\)-model for portfolio investment decisions. (Chinese. English summary) Zbl 1008.91060
MSC:
91B30
91B28
A Bayesian estimator of the optimum for a single factor quadratic response model. (English) Zbl 0874.62027
Optimal designs for additive linear models. (English) Zbl 0842.62064
MSC:
62K05
Experimental design and model choice. The planning and analysis of experiments with continuous or categorical response. With contributions by Sabina Illi. (English) Zbl 0833.62069
Heidelberg: Physica-Verlag. xii, 463 p. (1995).
Reviewer: B.L.Raktoe (Bellville)
Alternative estimators of a diffusion model of the term structure of interest rates. A Monte Carlo comparison. (English) Zbl 0831.90036
Bolthausen, Erwin (ed.) et al., Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993. Basel: Birkhäuser. Prog. Probab. 36, 265-306 (1995).
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