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of 85
pro vyhledávání: '"Frank Schuhmacher"'
Publikováno v:
The Quarterly Review of Economics and Finance. 90:31-37
Publikováno v:
The Quarterly Review of Economics and Finance. 85:342-354
Publikováno v:
Management Science. 67:7812-7824
We show that, in the presence of a risk-free asset, the return distribution of every portfolio is determined by its mean and variance if and only if asset returns follow a specific skew-elliptical distribution. Thus, contrary to common belief among a
Publikováno v:
International Journal of Energy Sector Management. 16:21-49
Purpose In short-term forecasting of day-ahead electricity prices, incorporating intraday dependencies is vital for accurate predictions. However, it quickly leads to dimensionality problems, i.e. ill-defined models with too many parameters, which re
Autor:
Frank Schuhmacher
Publikováno v:
Benito Mussolini – Konsens durch Mythen ISBN: 9783770567478
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d4371601be4d68a171627537af0e9b7
https://doi.org/10.30965/9783846767474_006
https://doi.org/10.30965/9783846767474_006
Autor:
Frank Schuhmacher
Publikováno v:
Benito Mussolini – Konsens durch Mythen ISBN: 9783770567478
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99cabc93b86cd8dadbc2dbebe17ad2a7
https://doi.org/10.30965/9783846767474_005
https://doi.org/10.30965/9783846767474_005
Autor:
Frank Schuhmacher
Publikováno v:
Benito Mussolini – Konsens durch Mythen ISBN: 9783770567478
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63c796f7c7cbd7d4c96e1bd8db4e7ae8
https://doi.org/10.30965/9783846767474_002
https://doi.org/10.30965/9783846767474_002
Autor:
Frank Schuhmacher
Publikováno v:
Benito Mussolini – Konsens durch Mythen ISBN: 9783770567478
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55d38652e26c6d3b0fe608aa27e81f7c
https://doi.org/10.30965/9783846767474_001
https://doi.org/10.30965/9783846767474_001
Autor:
Frank Schuhmacher
Publikováno v:
Benito Mussolini – Konsens durch Mythen ISBN: 9783770567478
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4082cfe2357db5c9ad164914f6bcc4f
https://doi.org/10.30965/9783846767474_003
https://doi.org/10.30965/9783846767474_003