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~person:"Bellalah, Mondher"
~person:"Diebold, Francis X."
~person:"Härdle, Wolfgang"
~person:"Ortobelli, Sergio"
~person:"Songsak Sriboonchitta"
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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CAPM
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241
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Bellalah, Mondher
Diebold, Francis X.
Härdle, Wolfgang
Ortobelli, Sergio
Songsak Sriboonchitta
Timmermann, Allan
Fabozzi, Frank J.
82
Gupta, Rangan
61
Gollier, Christian
49
Satchell, Stephen
49
Franses, Philip Hans
45
Jarrow, Robert A.
45
Madan, Dilip B.
42
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41
Eeckhoudt, Louis R.
41
Gil-Alaña, Luis A.
40
Caporale, Guglielmo Maria
38
Lee, Cheng F.
38
Wong, Wing Keung
37
Serletis, Apostolos
35
Levy, Haim
34
McAleer, Michael
33
Korn, Ralf
32
Linton, Oliver
32
Pierdzioch, Christian
32
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Bollerslev, Tim
31
Hendry, David F.
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Kumbhakar, Subal
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Herwartz, Helmut
30
Koop, Gary
30
Koopman, Siem Jan
30
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29
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29
Escobar, Marcos
29
Ghysels, Eric
29
Petropoulos, Fotios
29
Siu, Tak Kuen
29
Swanson, Norman R.
29
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7
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Robustness in econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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6th International Finance Conference on Financial Crisis and Governance
1
Advances of OR in commodities and financial modeling
1
Annals of operations research ; 235
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
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ECONIS (ZBW)
172
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
3
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Saved in:
4
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
5
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
6
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
7
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
Saved in:
8
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
Bellalah, Mondher
;
Guo, Xu
;
Wu, Shuo
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 713-732)
.
2022
Persistent link: https://www.econbiz.de/10013341977
Saved in:
9
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
Saved in:
10
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
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