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Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
Bange, Mary M.; Khang, Kenneth; Miller, Thomas W. - In: Journal of empirical finance 15 (2008) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10003759188
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
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International conditional asset allocation under specification uncertainty
Barras, Laurent - In: Journal of empirical finance 14 (2007) 4, pp. 443-464
Persistent link: https://www.econbiz.de/10003609902
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Increasing correlations or just fat tails?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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Time-varying integration and international diversification strategies
Baele, Lieven; Inghelbrecht, Koen - In: Journal of empirical finance 16 (2009) 2, pp. 368-387
Persistent link: https://www.econbiz.de/10003856779
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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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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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The plausibility of risk estimates and implied costs to international equity investments
Moor, Lieven de; Sercu, Piet; Vanpée, Rosanne - In: Journal of empirical finance 17 (2010) 4, pp. 623-644
Persistent link: https://www.econbiz.de/10009267264
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Fixed-income fund performance : role of luck and ability in tail membership
Ayadi, Mohamed A.; Kryzanowski, Lawrence - In: Journal of empirical finance 18 (2011) 3, pp. 379-392
Persistent link: https://www.econbiz.de/10009302108