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~institution:"Birkbeck College / Department of Economics"
~subject:"Portfolio selection"
~subject:"Share price"
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Portfolio selection
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Theorie
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1988-1993
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10
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Timmermann, Allan
4
Blake, David
3
Sola, Martin
2
Dacco, Roberto
1
Freris, Andrew F.
1
Knight, John L.
1
Pesaran, M. Hashem
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Birkbeck College / Department of Economics
National Bureau of Economic Research
469
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Institute of Finance and Accounting <London>
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Rodney L. White Center for Financial Research
13
Center for Economic Research <Tilburg>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Universität Zürich / Institut für Schweizerisches Bankwesen
11
Springer Fachmedien Wiesbaden
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
International Center for Financial Asset Management and Engineering
8
Goethe-Universität Frankfurt am Main
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Universität Mannheim
7
Association of European Operational Research Societies / Working Group on Financial Modelling
6
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European University Institute / Department of Law
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Institut für Finanzdienstleistungen Zug
6
The Wharton Financial Institutions Center
6
Christian-Albrechts-Universität zu Kiel
5
Erasmus Research Institute of Management
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
5
Friedrich-Schiller-Universität Jena
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Johannes Gutenberg-Universität Mainz
5
Judge Institute of Management Studies
5
Nationalekonomiska Institutionen <Lund>
5
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Verlag Dr. Kovač
5
World Bank
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Asset Management Association Switzerland
4
Australian National University / Faculty of Economics and Commerce
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Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Discussion paper in financial economics : FE
10
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ECONIS (ZBW)
10
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1
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
2
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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4
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
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5
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
6
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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7
Efficiency, risk aversion and portfolio insurance : an analysis of financial asset portfolios held by investors in the United Kingdom
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000924810
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8
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
-
1995
Persistent link: https://www.econbiz.de/10000924816
Saved in:
9
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
10
Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000930381
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