Narrow search
Showing 1 - 10 of 502
Cover Image
Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio; Hansen, Erwin - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
Cover Image
Determining risk model confidence sets
Cummins, Mark; Dowling, Michael; Esposito, Francesco - In: Finance research letters 22 (2017), pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
Cover Image
Model misspecification and pricing of illiquid claims
Rubtsov, Alexey - In: Finance research letters 18 (2016), pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
Cover Image
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu; Lee, Seungkyu; Lim, Byung Hwa - In: Finance research letters 18 (2016), pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Cover Image
Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha; Bodnar, Taras; Niklasson, Vilhelm - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
Cover Image
Mispricing, returns and the quest for parsimony
Qiu, Wanling - In: Finance research letters 37 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Cover Image
Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu; Yao, Xiangkun - In: Finance research letters 29 (2019), pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
Cover Image
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Cover Image
Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.; Jones, Christopher S. - In: Finance research letters 2 (2005) 4, pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
Cover Image
A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf; Rösch, Daniel - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485268