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Nijman, Theodore E.
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Journal of empirical finance
Journal of banking & finance
570
NBER working paper series
533
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
407
European journal of operational research : EJOR
390
Insurance / Mathematics & economics
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International review of financial analysis
287
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264
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ECONIS (ZBW)
199
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1
A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.
;
Chen, Yi-Hsuan
- In:
Journal of empirical finance
45
(
2018
),
pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
Saved in:
2
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
3
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
4
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
5
Residual momentum in Japan
Chang, Rosita P.
;
Ko, Kuan-Cheng
;
Nakano, Shinji
;
Rhee, …
- In:
Journal of empirical finance
45
(
2018
),
pp. 283-299
Persistent link: https://www.econbiz.de/10012102451
Saved in:
6
Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming
- In:
Journal of empirical finance
46
(
2018
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
Saved in:
7
Market timing over the business cycle
Sander, Magnus
- In:
Journal of empirical finance
46
(
2018
),
pp. 130-145
Persistent link: https://www.econbiz.de/10012103439
Saved in:
8
Portfolio construction and crowding
Bruno, Salvatore
;
Chincarini, Ludwig Boris
;
Ohara, Frank
- In:
Journal of empirical finance
47
(
2018
),
pp. 190-206
Persistent link: https://www.econbiz.de/10012103493
Saved in:
9
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
10
A labor news hedge portfolio and the cross-section of expected stock returns
Stotz, Olaf
- In:
Journal of empirical finance
48
(
2018
),
pp. 123-139
Persistent link: https://www.econbiz.de/10012109282
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