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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Escobar, Marcos"
~person:"Gupta, Rangan"
~person:"Post, Thierry"
~person:"Taylor, Robert"
~subject:"Experiment"
~subject:"Konjunktur"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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47
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46
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43
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Christiano, Lawrence J.
Escobar, Marcos
Gupta, Rangan
Post, Thierry
Taylor, Robert
Güth, Werner
74
Phillips, Peter C. B.
58
Franses, Philip Hans
57
Gil-Alaña, Luis A.
50
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46
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42
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40
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37
Noussair, Charles
36
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35
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31
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30
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Koop, Gary
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Li, Duan
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24
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23
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ECONIS (ZBW)
120
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71
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
72
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
73
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
74
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
75
Risk shocks
Christiano, Lawrence J.
;
Motto, Roberto
;
Rostagno, Massimo
- In:
The American economic review
104
(
2014
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10010340913
Saved in:
76
Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver
;
Post, Thierry
;
Whang, Yoon-jae
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
Saved in:
77
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
78
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
79
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
80
Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Van Wyk de Vries, Esti
;
Gupta, Rangan
;
Van Eyden, Reneé
- In:
Journal of business economics and management
15
(
2014
)
4
,
pp. 744-775
Persistent link: https://www.econbiz.de/10010415874
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