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A semiparametric conditional capital asset pricing model
Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
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Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich; Stoimenov, Pavel; Weiß, Gregor - In: Journal of banking & finance 54 (2015), pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
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Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios; Casas, Isabel - In: Journal of banking & finance 37 (2013) 7, pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
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Nonparametric efficiency estimation in stochastic environments : noise-to-signal estimation, finite sample performance and hypothesis testing
Post, Thierry - In: Journal of banking & finance 31 (2007) 7, pp. 2065-2080
Persistent link: https://www.econbiz.de/10003483647
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A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang; Huang, Jinbo; Li, Yong; Humphrey, … - In: Journal of banking & finance 129 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
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A nonparametric approach to portfolio shrinkage
Han, Chulwoo - In: Journal of banking & finance 120 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of banking & finance 36 (2012) 4, pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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Local logit regression for loan recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti; … - In: Journal of banking & finance 126 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820172