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person:"Timmermann, Allan"
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Korn, Ralf"
~subject:"1959-2002"
~subject:"Bayesian inference"
~subject:"Strukturbruch"
~type_genre:"Working Paper"
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Portfolio selection
1959-2002
Bayesian inference
Strukturbruch
Theorie
21
Theory
21
Forecasting model
11
Prognoseverfahren
11
Estimation
5
Schätzung
5
Economic forecast
4
Portfolio-Management
4
Time series analysis
4
USA
4
United States
4
Wirtschaftsprognose
4
Zeitreihenanalyse
4
Bayes-Statistik
3
Business cycle
3
Capital income
3
Kapitaleinkommen
3
Konjunktur
3
Risiko
3
Risk
3
1962-2011
2
Economic policy
2
Financial market
2
Finanzmarkt
2
Forecast
2
Investment Fund
2
Investmentfonds
2
Political change
2
Politischer Wandel
2
Prognose
2
Risikoprämie
2
Risk premium
2
Volatility
2
Volatilität
2
Wirtschaftspolitik
2
1950-2013
1
Anlageverhalten
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8
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Timmermann, Allan
Korn, Ralf
Marcellino, Massimiliano
13
Uppal, Raman
12
Schorfheide, Frank
9
Canova, Fabio
6
Clark, Todd E.
6
Pavlova, Anna
6
Başak, Suleyman
5
Carriero, Andrea
5
Soner, Halil Mete
5
Buss, Adrian
4
Engle, Robert F.
4
Giannone, Domenico
4
Goeree, Jacob K.
4
Huber, Florian
4
Kushnir, Alexey
4
Ledoit, Olivier
4
Muhle-Karbe, Johannes
4
Palomino, Frédéric
4
Sentana, Enrique
4
Vilkov, Grigory
4
Wang, Tan
4
Wolf, Michael
4
Babus, Ana
3
Bacchetta, Philippe
3
Baumeister, Christiane
3
Bonaparte, Yosef
3
Ciccarelli, Matteo
3
Cooper, Russell W.
3
De Nard, Gianluca
3
Farkas, Walter
3
Garlappi, Lorenzo
3
Giacomini, Raffaella
3
Gomes, Francisco J.
3
Hamilton, James D.
3
Havránek, Tomáš
3
Kelly, Bryan T.
3
Lin, Xiaoji
3
Lustig, Hanno
3
Michaelides, Alex
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Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
1
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ECONIS (ZBW)
8
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
2
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
3
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
4
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
5
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
6
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
7
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
8
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
Saved in:
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