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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:"Working Paper"
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Portfolio-Management
United States
Estimation
Mathematische Optimierung
Risiko
Theorie
80
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80
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38
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38
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20
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Timmermann, Allan
Pesaran, M. Hashem
59
Caporale, Guglielmo Maria
53
Gil-Alaña, Luis A.
52
Härdle, Wolfgang
52
Nesterov, Jurij Evgenʹevič
49
Heckman, James J.
44
Acemoglu, Daron
42
Hautsch, Nikolaus
40
Krueger, Dirk
39
Marcellino, Massimiliano
38
Gollier, Christian
37
Lucas, André
36
Fernández-Villaverde, Jesús
34
Basu, Susanto
33
Platen, Eckhard
33
Zhang, Shuzhong
33
Pástor, Ľuboš
32
Stambaugh, Robert F.
32
Campbell, John Y.
31
Diebold, Francis X.
31
Koopman, Siem Jan
31
Ludwig, Alexander
31
Christiano, Lawrence J.
30
Kilian, Lutz
30
Rubio-Ramírez, Juan Francisco
29
Uppal, Raman
29
Berg, Gerard J. van den
28
Vries, Casper G. de
28
Caballero, Ricardo J.
27
Engle, Robert F.
27
Van Reenen, John
27
Castelnuovo, Efrem
26
Glaeser, Edward L.
26
Greenwood, Jeremy
26
Hertog, Dirk den
26
Kimms, Alf
26
Perri, Fabrizio
26
Wolsey, Laurence A.
26
Drexl, Andreas
25
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10
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3
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ECONIS (ZBW)
35
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35
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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, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
7
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:
8
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:
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
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
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