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~accessRights:"restricted"
~person:"Timmermann, Allan"
~subject:"Anlageverhalten"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Anlageverhalten
Portfolio-Management
Schätzung
Capital income
7
Estimation
7
Kapitaleinkommen
7
Portfolio selection
6
Theorie
5
Theory
5
Behavioural finance
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Investment Fund
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Investmentfonds
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Risiko
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Risikoprämie
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Risk
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Risk premium
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Bayes-Statistik
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Bayesian inference
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Prognoseverfahren
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Volatilität
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2008
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Bankenkrise
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Banking crisis
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Bayesian analysis
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CAPM
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Cross-sectional variation in risk premia
2
Institutional investor
2
Institutioneller Investor
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Performance measurement
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Performance-Messung
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Share price
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Time series analysis
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USA
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United States
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English
12
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Timmermann, Allan
Gupta, Rangan
73
Zaremba, Adam
61
Massa, Massimo
37
Ryu, Doojin
31
Zhang, Wei
31
Bouri, Elie
27
Xiong, Xiong
26
Shen, Dehua
25
Tiwari, Aviral Kumar
25
Goodell, John W.
24
Wang, Yudong
24
Wohar, Mark E.
21
Narayan, Paresh Kumar
20
Demirer, Rıza
19
Ma, Feng
19
McMillan, David G.
19
Pierdzioch, Christian
19
Shahzad, Syed Jawad Hussain
19
Yang, Chunpeng
18
Yin, Libo
18
Zhang, Yaojie
18
Hirshleifer, David
17
Ko, Kuan-Cheng
17
Balcilar, Mehmet
16
Kang, Jangkoo
16
Kaniel, Ron
16
Mitchell, Olivia S.
16
Stambaugh, Robert F.
16
Xuan Vinh Vo
16
Han, Liyan
15
Li, Youwei
15
Sehgal, Sanjay
15
Weber, Martin
15
Zhong, Angel
15
Bali, Turan G.
14
Corbet, Shaen
14
Fabozzi, Frank J.
14
Kumar, Dilip
14
Long, Huaigang
14
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14
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Discussion paper / Centre for Economic Policy Research
4
Journal of financial economics
3
Discussion papers / CEPR
2
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The American economic review
1
The review of financial studies
1
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ECONIS (ZBW)
12
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1
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
2
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
Saved in:
3
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
4
Network centrality and delegated investment performance
Rossi, Alberto
;
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
Saved in:
5
Runs on money market funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
-
2014
Persistent link: https://www.econbiz.de/10010363565
Saved in:
6
Runs on money market mutual funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
- In:
The American economic review
106
(
2016
)
9
,
pp. 2625-2657
Persistent link: https://www.econbiz.de/10011582095
Saved in:
7
Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis
Gallagher, Emily A.
;
Schmidt, Lawrence
;
Timmermann, Allan
; …
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1445-1483
Persistent link: https://www.econbiz.de/10012198385
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
9
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
10
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:
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