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subject:"Portfolio-Management"
subject:"United States"
~accessRights:"restricted"
~language:"afr"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Mathematische Optimierung"
~subject:"Risiko"
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Portfolio-Management
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Mathematische Optimierung
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Timmermann, Allan
Bertsimas, Dimitris
30
Goerigk, Marc
28
Laporte, Gilbert
26
Fabozzi, Frank J.
24
Gendreau, Michel
24
Puerto, Justo
24
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Wong, Wing Keung
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Cheng, T. C. E.
17
Coelho, Leandro C.
17
Delage, Erick
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Desaulniers, Guy
17
Gendron, Bernard
17
Hertog, Dirk den
17
Ahmed, Shabbir
16
Charkhgard, Hadi
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Drezner, Zvi
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Furini, Fabio
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Iori, Manuel
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Schmidt, Martin
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Shen, Siqian
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Letchford, Adam N.
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Soumis, François
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Voß, Stefan
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Köksalan, Murat
14
Mansini, Renata
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Monaci, Michele
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Pessoa, Artur
14
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ECONIS (ZBW)
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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
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
3
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
4
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
5
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:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
7
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:
8
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:
9
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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