Model Uncertainty, Complexity and Rank in Finance
Download full text from publisher
References listed on IDEAS
- Los, Cornelis A., 1999.
"Galton's Error and the under-representation of systematic risk,"
Journal of Banking & Finance,
Elsevier, vol. 23(12), pages 1793-1829, December.
- Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, University Library of Munich, Germany.
- R.E. Kalman & C.A. Los, 1987. "The prejudices of least squares, principal components and common factor schemes," Research Paper 8701, Federal Reserve Bank of New York.
- Los, Cornelis A., 1998.
"Optimal multi-currency investment strategies with exact attribution in three Asian countries,"
Journal of Multinational Financial Management,
Elsevier, vol. 8(2-3), pages 169-198, September.
- Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, University Library of Munich, Germany.
- Cornelis A. Los, 1987. "Identification of a linear system from inexact data: a three variable example," Research Paper 8703, Federal Reserve Bank of New York.
- Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, University Library of Munich, Germany.
More about this item
Keywordsfinancial modeling; cash accounting; portfolio optimization; uncertainty; complexity; rank;
- B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-11-22 (All new papers)
- NEP-IFN-2004-11-22 (International Finance)
- NEP-MIC-2004-11-22 (Microeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpem:0411013. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA). General contact details of provider: https://econwpa.ub.uni-muenchen.de .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.