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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"CAPM"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
CAPM
Theorie
138
Theory
138
Forecasting model
69
Prognoseverfahren
69
Capital income
32
Kapitaleinkommen
32
Estimation
29
Schätzung
29
Time series analysis
27
Zeitreihenanalyse
27
USA
26
Börsenkurs
20
Share price
20
Structural break
20
Strukturbruch
20
Portfolio selection
17
Business cycle
14
Konjunktur
14
Economic forecast
13
Wirtschaftsprognose
13
Bayes-Statistik
12
Bayesian inference
12
Investment Fund
10
Investmentfonds
10
Volatility
10
Volatilität
10
Großbritannien
9
Learning process
9
Lernprozess
9
United Kingdom
9
Stochastic process
8
Stochastischer Prozess
8
Dividend
7
Dividende
7
Econometrics
7
Forecast
7
Markov chain
7
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Free
10
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8
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Book / Working Paper
34
Article
15
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Arbeitspapier
Aufsatz in Zeitschrift
Working Paper
33
Graue Literatur
31
Non-commercial literature
31
Article in journal
16
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
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1
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1
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1
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Afrikaans
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Timmermann, Allan
Heckman, James J.
63
Campbell, John Y.
56
Platen, Eckhard
55
Fabozzi, Frank J.
52
Acemoglu, Daron
51
Gollier, Christian
49
Stambaugh, Robert F.
49
Caporale, Guglielmo Maria
46
Diebold, Francis X.
44
Engle, Robert F.
43
Hens, Thorsten
43
Jarrow, Robert A.
43
Christiano, Lawrence J.
42
Gil-Alaña, Luis A.
42
Madan, Dilip B.
42
Glaeser, Edward L.
40
Pástor, Ľuboš
40
Başak, Suleyman
38
Caballero, Ricardo J.
38
Pesaran, M. Hashem
38
Guidolin, Massimo
37
Lo, Andrew W.
37
Eichenbaum, Martin S.
36
Uppal, Raman
36
Cochrane, John H.
35
Greenwood, Jeremy
35
Schenk-Hoppé, Klaus Reiner
35
Bekaert, Geert
34
He, Xue-zhong
34
Levy, Haim
34
Lucas, André
34
Sentana, Enrique
34
Wong, Wing Keung
34
Gouriéroux, Christian
33
Härdle, Wolfgang
33
Van Wincoop, Eric
33
Zhou, Guofu
33
Chiarella, Carl
32
Lansing, Kevin J.
32
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Birkbeck College / Department of Economics
3
Federal Reserve Bank of St. Louis
2
School of Economics, Mathematics and Statistics <London>
1
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Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper in financial economics : FE
3
Discussion paper series / LSE Financial Markets Group
3
CESifo working papers
2
Economics letters
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
Working paper
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Birkbeck working papers in economics and finance : BWPEF
1
Cambridge working papers in economics
1
DAE working paper
1
DNB working paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / the Pensions Institute, Birkbeck College, University of London
1
Discussion papers / CEPR
1
Econometric reviews
1
IMF working paper
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
The Scandinavian journal of economics
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
49
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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
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
4
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
5
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
6
A Bayesian MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Roseen
-
2014
Persistent link: https://www.econbiz.de/10010505305
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
8
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:
9
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:
10
Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
Saved in:
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