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Optimal granularity for portfolio choice
Branger, Nicole; Lučivjanská, Katarína; … - In: Journal of empirical finance 50 (2019), pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian; Hock, Thorsten - In: Journal of empirical finance 72 (2023), pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
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Probability models and robust policy rules
Levine, Paul; McAdam, Peter; Pearlman, Joseph - In: European economic review : EER 56 (2012) 2, pp. 246-262
Persistent link: https://www.econbiz.de/10009521685
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - In: Journal of empirical finance 24 (2013), pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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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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Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim - In: Journal of empirical finance 34 (2015), pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
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Asset diversification in Yaari's dual theory
Hadar, Josef - In: European economic review : EER 39 (1995) 6, pp. 1171-1180
Persistent link: https://www.econbiz.de/10001186218
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Comoment risk and stock returns
Lambert, M.; Hübner, G. - In: Journal of empirical finance 23 (2013), pp. 191-205
Persistent link: https://www.econbiz.de/10010221739