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~isPartOf:"Journal of empirical finance"
~subject:"Portfolio selection"
~subject:"Recht"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Gouriéroux, Christian
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Journal of empirical finance
Insurance / Mathematics & economics
379
European journal of operational research : EJOR
306
Journal of banking & finance
254
Finance research letters
189
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181
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen
;
Zorn, Josef
- In:
Journal of empirical finance
43
(
2017
),
pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
Saved in:
2
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
3
"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan
;
McGee, M. Kevin
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
Saved in:
4
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
Saved in:
5
Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
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6
Backtesting value-at-risk based on tail losses
Wong, Woon K.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 526-538
Persistent link: https://www.econbiz.de/10009267283
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7
Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 765-778
Persistent link: https://www.econbiz.de/10009306526
Saved in:
8
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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9
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
10
A note on the returns from minimum variance investing
Scherer, Bernd
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10009306537
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