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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~subject:"Portfolio selection"
~subject:"Schock"
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Großbritannien
Time series analysis
Portfolio selection
Schock
Theorie
4,896
Theory
4,896
Estimation
457
Schätzung
457
USA
402
United States
400
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351
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341
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Uppal, Raman
10
Forni, Mario
8
Timmermann, Allan
8
Reichlin, Lucrezia
6
Schmitt-Grohé, Stephanie
6
Snower, Dennis J.
6
Alvarez, Fernando
5
Bacchetta, Philippe
5
Başak, Suleyman
5
Giannone, Domenico
5
Haskel, Jonathan
5
Lippi, Francesco
5
Lippi, Marco
5
Marcellino, Massimiliano
5
Uribe, Martín
5
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4
De Grauwe, Paul
4
Gersbach, Hans
4
Griffith, Rachel
4
Gylfi Zoega
4
Miles, David
4
Palomino, Frédéric
4
Pavlova, Anna
4
Ravn, Morten O.
4
Rebelo, Sérgio
4
Roon, Frans de
4
Sentana, Enrique
4
Vassalou, Maria
4
Wang, Tan
4
Andersen, Torben M.
3
Artis, Michael J.
3
Campbell, John Y.
3
Correia, Isabel Horta
3
Francesconi, Marco
3
Garlappi, Lorenzo
3
Ghysels, Eric
3
Gomes, Francisco J.
3
Gouriéroux, Christian
3
Jeanne, Olivier
3
Lane, Philip R.
3
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Centre for Economic Policy Research
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Discussion paper / Centre for Economic Policy Research
Journal of empirical finance
NBER working paper series
518
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499
Economics letters
465
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463
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369
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342
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335
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ECONIS (ZBW)
472
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1
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10
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472
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
3
Aggregate portfolio choice
Inkmann, Joachim
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578534
Saved in:
4
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
5
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
8
Portfolio allocation over the life cycle with multiple late-in-life saving motives
Lee, Minjoon
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477088
Saved in:
9
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
10
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
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