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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Mathematische Optimierung"
~subject:"Risiko"
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Portfolio-Management
United States
Mathematische Optimierung
Risiko
Theorie
185
Theory
185
Forecasting model
96
Prognoseverfahren
96
Estimation
38
Schätzung
38
Capital income
37
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37
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26
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25
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25
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25
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Timmermann, Allan
Fabozzi, Frank J.
154
Gollier, Christian
94
Heckman, James J.
68
Campbell, John Y.
64
Maurer, Raimond
63
Acemoglu, Daron
61
Christiano, Lawrence J.
58
Lo, Andrew W.
58
Platen, Eckhard
57
Diebold, Francis X.
56
Mitchell, Olivia S.
56
Gendreau, Michel
54
Krueger, Dirk
54
Mankiw, Nicholas Gregory
54
Allen, Franklin
53
Satchell, Stephen
52
Hertog, Dirk den
51
Laporte, Gilbert
51
Nesterov, Jurij EvgenĘąeviÄŤ
51
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50
Bekaert, Geert
49
Escudero, Laureano F.
49
Pardalos, Panos M.
49
Viscusi, W. Kip
49
Pesaran, M. Hashem
48
Ang, Andrew
47
Bertsimas, Dimitris
47
Engle, Robert F.
47
Caballero, Ricardo J.
46
Ludwig, Alexander
46
Wang, Ruodu
46
Castelnuovo, Efrem
45
Guidolin, Massimo
45
Hall, Robert Ernest
45
Caporale, Guglielmo Maria
44
Glaeser, Edward L.
44
Uppal, Raman
44
Jarrow, Robert A.
43
Korn, Ralf
43
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ECONIS (ZBW)
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41
Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10001469926
Saved in:
42
An assessment of the economic value of non-linear foreign exchange rate forecasts
Satchell, Stephen
- In:
Journal of forecasting
14
(
1995
)
6
,
pp. 477-497
Persistent link: https://www.econbiz.de/10001191617
Saved in:
43
A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
- In:
Economics letters
44
(
1994
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
Saved in:
44
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
45
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
46
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
47
A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000850865
Saved in:
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