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Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep (contributor); Timmermann, Allan (contributor) - 2005
Persistent link: https://www.econbiz.de/10002828446
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Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797255
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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Mutual fund performance : evidence from the UK
Blake, David; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000997120
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A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000614563
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999
Persistent link: https://www.econbiz.de/10001378371
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Good news for value stocks : further evidence on market efficiency
Porta, Rafael La; La Porta, Rafael; Lakonishok, Josef; … - 1995
Persistent link: https://www.econbiz.de/10000928825
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Cash flow news and stock price dynamics
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - 2019
Persistent link: https://www.econbiz.de/10012206550