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~isPartOf:"Journal of financial economics"
~person:"Timmermann, Allan"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Volatility"
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Asset pricing models
CAPM
Forecasting model
Volatility
Capital income
4
Kapitaleinkommen
4
Estimation
3
Investment Fund
3
Investmentfonds
3
Portfolio selection
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Timmermann, Allan
Harvey, Campbell R.
9
Pedersen, Lasse Heje
7
Zhou, Guofu
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
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5
Chordia, Tarun
5
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5
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5
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5
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5
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5
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5
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5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Avramov, Doron
4
Ball, Ray
4
Boons, Martijn
4
Da, Zhi
4
Della Corte, Pasquale
4
Liu, Yan
4
Longstaff, Francis A.
4
Lou, Dong
4
Novy-Marx, Robert
4
Sadka, Ronnie
4
Santa-Clara, Pedro
4
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4
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4
Ai, Hengjie
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Brandt, Michael W.
3
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3
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Journal of financial economics
Discussion paper / Centre for Economic Policy Research
16
Discussion paper / Department of Economics, University of California San Diego
10
Handbooks in economics
8
Discussion papers / CEPR
7
Cambridge working papers in economics
5
Discussion paper in financial economics : FE
5
Working papers / Brandeis University, Department of Economics and International Business School
5
Working paper
4
CREATES research paper
3
DAE working paper
3
Economics letters
2
Journal of forecasting
2
Advances in econometrics : a research annual
1
Annual review of economics
1
Annual review of financial economics
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Discussion paper series / IZA
1
Econometrics papers
1
Emerald insight
1
IMF working papers
1
Journal of monetary economics
1
LSE STICERD Research Paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Series in financial economics and quantitative analysis
1
The Scandinavian journal of economics
1
The journal of finance : the journal of the American Finance Association
1
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
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ECONIS (ZBW)
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
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:
3
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
4
Monotonicity in asset returns : new tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-625
Persistent link: https://www.econbiz.de/10008826984
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