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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"CAPM"
~type_genre:"Arbeitspapier"
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Portfolio-Management
United States
CAPM
Theorie
80
Theory
80
Forecasting model
38
Prognoseverfahren
38
Estimation
20
Schätzung
20
USA
20
Time series analysis
19
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19
Capital income
17
Kapitaleinkommen
17
Structural break
14
Strukturbruch
14
Business cycle
11
Konjunktur
11
Portfolio selection
10
Börsenkurs
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Bayes-Statistik
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Timmermann, Allan
Acemoglu, Daron
36
Heckman, James J.
36
Platen, Eckhard
36
Stambaugh, Robert F.
35
Campbell, John Y.
33
Pástor, Ľuboš
32
Caporale, Guglielmo Maria
31
Gollier, Christian
30
Pesaran, M. Hashem
29
Uppal, Raman
29
Diebold, Francis X.
27
Gil-Alaña, Luis A.
27
Krueger, Dirk
27
Christiano, Lawrence J.
26
Greenwood, Jeremy
26
Hens, Thorsten
26
Caballero, Ricardo J.
25
Engle, Robert F.
25
Hautsch, Nikolaus
25
Glaeser, Edward L.
24
Härdle, Wolfgang
24
Kehoe, Patrick J.
24
Vries, Casper G. de
24
Başak, Suleyman
23
Lucas, André
23
Sentana, Enrique
23
Akcigit, Ufuk
22
Basu, Susanto
22
Perri, Fabrizio
22
Eichenbaum, Martin S.
21
Bekaert, Geert
20
Gouriéroux, Christian
20
He, Xue-zhong
20
Maurer, Raimond
20
McGrattan, Ellen R.
20
Schenk-Hoppé, Klaus Reiner
20
Yaron, Amir
20
Chiarella, Carl
19
Guner, Nezih
19
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2
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8
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3
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ECONIS (ZBW)
33
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33
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date (oldest first)
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
Disagreement and biases in inflation expectations
Capistrán Carmona, Carlos
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003336229
Saved in:
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