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~isPartOf:"The European journal of finance"
~isPartOf:"The review of financial studies"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Analysis of variance
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Varianzanalyse
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Byström, Hans N. E.
1
Chan, Louis K. C.
1
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1
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Rossi, Alberto
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Timmermann, Allan
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The European journal of finance
The review of financial studies
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8
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7
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
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2
Orthogonal GARCH and covariance matrix forecasting : the Nordic stock markets during the Asian financial crisis 1997 - 1998
Byström, Hans N. E.
- In:
The European journal of finance
10
(
2004
)
1
,
pp. 44-67
Persistent link: https://www.econbiz.de/10001957603
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3
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
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