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Monotonicity in asset returns : new tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.; Timmermann, Allan - In: Journal of financial economics 98 (2010) 3, pp. 605-625
Persistent link: https://www.econbiz.de/10008826984
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - In: Journal of financial economics 139 (2021) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
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Network centrality and delegated investment performance
Rossi, Alberto; Blake, David; Timmermann, Allan; Tonks, Ian - In: Journal of financial economics 128 (2018) 1, pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
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Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.; Timmermann, Allan - In: Journal of financial economics 98 (2010) 3, pp. 605-626
Persistent link: https://www.econbiz.de/10008706032
Cover Image
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10010111288
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Have risk premia vanished?
Smith, Simon C.; Timmermann, Allan - In: Journal of financial economics 145 (2022) 2,2, pp. 553-576
Persistent link: https://www.econbiz.de/10013474424