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1
A multivariate model of strategic asset allocation with longevity
risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
-
2015
Persistent link: https://www.econbiz.de/10011290880
Saved in:
2
Model averaging and value-at-
risk
based evaluation of large multi-asset volatility models for
risk
management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
-
2005
Persistent link: https://www.econbiz.de/10003224850
Saved in:
3
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
4
Heterogeneity of investors and asset pricing in a
risk
-value world
Franke, Günter
;
Weber, Martin
-
2003
Persistent link: https://www.econbiz.de/10001748020
Saved in:
5
Mean variance portfolio allocation with a value at
risk
constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10013423602
Saved in:
6
Measuring monetary policy with
VAR
models : an evaluation
Favero, Carlo A.
;
Bagliano, Fabio C.
-
1997
Persistent link: https://www.econbiz.de/10013422394
Saved in:
7
Strategic asset allocation in a continuous time
VAR
model
Campbell, John Y.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001903027
Saved in:
8
Foreign currency for long-term investors
Campbell, John Y.
-
2002
Persistent link: https://www.econbiz.de/10013424043
Saved in:
9
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
-
2013
Persistent link: https://www.econbiz.de/10010206763
Saved in:
10
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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