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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Estimation"
~subject:"Mathematische Optimierung"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
Estimation
Mathematische Optimierung
Risiko
Theorie
58
Theory
58
Forecasting model
31
Prognoseverfahren
31
Capital income
15
Kapitaleinkommen
15
Börsenkurs
11
Share price
11
Schätzung
9
Time series analysis
8
Zeitreihenanalyse
8
Economic forecast
7
Portfolio selection
7
Wirtschaftsprognose
7
Structural break
6
Strukturbruch
6
USA
6
Learning process
5
Lernprozess
5
Volatility
5
Volatilität
5
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Forecast
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4
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4
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3
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3
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3
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3
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Article
19
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Aufsatz in Zeitschrift
Arbeitspapier
35
Working Paper
35
Graue Literatur
31
Non-commercial literature
31
Article in journal
20
Aufsatz im Buch
1
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1
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Timmermann, Allan
Fabozzi, Frank J.
52
Laporte, Gilbert
47
Gupta, Rangan
44
Gendreau, Michel
43
Bertsimas, Dimitris
42
Escudero, Laureano F.
41
Kumbhakar, Subal
39
Chavas, Jean-Paul
38
Gollier, Christian
38
Gil-Alaña, Luis A.
37
Puerto, Justo
37
Serletis, Apostolos
36
Dolgui, Alexandre
34
Wong, Wing Keung
34
Caporale, Guglielmo Maria
33
Goerigk, Marc
33
Lodi, Andrea
33
Eeckhoudt, Louis R.
32
Pardalos, Panos M.
32
Li, Duan
31
Cheng, T. C. E.
30
Jarrow, Robert A.
30
Drezner, Zvi
29
Heckman, James J.
29
Korn, Ralf
29
Iori, Manuel
28
Escobar, Marcos
27
Figueira, José Rui
27
Viscusi, W. Kip
27
Desaulniers, Guy
26
Lien, Da-hsiang Donald
26
Martello, Silvano
26
Satchell, Stephen
26
Hao, Jin-Kao
25
Hertog, Dirk den
25
Lee, Cheng F.
25
Speranza, Maria Grazia
25
Wang, Ruodu
25
Ahmed, Shabbir
23
Letchford, Adam N.
23
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Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
Econometric reviews
1
Economics letters
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
20
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1
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20
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1
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:
2
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
3
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
6
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:
7
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
8
Disagreement and biases in inflation expectations
Capistrán Carmona, Carlos
;
Timmermann, Allan
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
2/3
,
pp. 365-396
Persistent link: https://www.econbiz.de/10003831116
Saved in:
9
Elusive return predictability
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
Saved in:
10
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
Saved in:
1
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