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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Engle, Robert F."
~person:"Post, Thierry"
~subject:"Konjunktur"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
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Time series analysis
Theorie
113
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USA
32
Portfolio selection
22
Zeitreihenanalyse
17
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Christiano, Lawrence J.
Engle, Robert F.
Post, Thierry
Phillips, Peter C. B.
58
Franses, Philip Hans
57
Gil-Alaña, Luis A.
50
Fabozzi, Frank J.
46
Caporale, Guglielmo Maria
31
Gupta, Rangan
30
Heckman, James J.
30
Korn, Ralf
30
Koop, Gary
29
Koopman, Siem Jan
29
Taylor, Robert
29
Perron, Pierre
28
Wong, Wing Keung
28
Diebold, Francis X.
26
Escobar, Marcos
26
Jarrow, Robert A.
26
Hecq, Alain W. J.
25
Li, Duan
25
Leybourne, Stephen James
24
Serletis, Apostolos
24
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23
Chavas, Jean-Paul
23
Granger, C. W. J.
23
Harvey, Andrew C.
23
Lo, Andrew W.
23
Lucas, André
23
McAleer, Michael
23
Swanson, Norman R.
23
Hendry, David F.
22
Hong, Yongmiao
22
Mills, Terence C.
22
Newbold, Paul
22
Timmermann, Allan
22
Bollerslev, Tim
21
Ghysels, Eric
21
Lütkepohl, Helmut
21
Moosa, Imad A.
21
Pesaran, M. Hashem
21
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Federal Reserve Bank of Minneapolis quarterly review
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Journal of banking & finance
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OR spectrum : quantitative approaches in management
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Oxford bulletin of economics and statistics
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Review of derivatives research
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Special section on small-sample properties of generalized method of moments (GMM)
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Symposium on developments in business cycle research
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The econometrics journal
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The econometrics of economic policy
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ECONIS (ZBW)
61
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1
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:
2
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
3
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
4
Involuntary unemployment and the business cycle
Christiano, Lawrence J.
;
Trabandt, Mathias
;
Walentin, Karl
- In:
Review of economic dynamics
39
(
2021
),
pp. 26-54
Persistent link: https://www.econbiz.de/10012795084
Saved in:
5
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
6
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
7
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
8
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
9
Robust optimization of forecast combinations
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 910-926
Persistent link: https://www.econbiz.de/10012305190
Saved in:
10
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
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