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Optimal conditional hedge ratio : a simple shrinkage estimation approach
Kim, Myeong Jun; Park, Sung Y. - In: Journal of empirical finance 38 (2016), pp. 139-156
Persistent link: https://www.econbiz.de/10011663233
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The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Kim, Dongcheol; Na, Haejung - In: Journal of empirical finance 39 (2016), pp. 37-53
Persistent link: https://www.econbiz.de/10011663264
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An infinite hidden Markov model for short-term interest rates
Maheu, John M.; Yang, Qiao - In: Journal of empirical finance 38 (2016), pp. 202-220
Persistent link: https://www.econbiz.de/10011663269
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Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235
Persistent link: https://www.econbiz.de/10011663298
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - In: Journal of empirical finance 38 (2016), pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
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Inflation convergence in the EMU
Karanasos, Menelaos; Koutroumpis, P.; Karavias, Y.; … - In: Journal of empirical finance 39 (2016), pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
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How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle; Kleppe, Tore Selland - In: Journal of empirical finance 38 (2016), pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
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Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg; Mitov, Georgi; Rüschendorf, Ludger - In: Journal of empirical finance 32 (2015), pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
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Consumption risk and the cross-section of government bond returns
Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon - In: Journal of empirical finance 32 (2015), pp. 180-200
Persistent link: https://www.econbiz.de/10011556815
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848