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Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10000637545
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Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun; Van Reenen, John; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003830654
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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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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - 2017
Persistent link: https://www.econbiz.de/10011653086
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866
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Decentralized investment manangement : evidence from the pension fund industry
Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ - 2010
Persistent link: https://www.econbiz.de/10003948904
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
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Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10008859019
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Regime changes and financial markets
Ang, Andrew; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10009259678
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264