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Interaction of judgemental and statistical forecasting methods : issues & analysis
Bunn, Derek W. - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 501-518
Persistent link: https://www.econbiz.de/10001106903
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The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk
Wei, K. C. John - In: Management science : journal of the Institute for … 34 (1988) 10, pp. 1266-1270
Persistent link: https://www.econbiz.de/10001060062
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A new index of housing sentiment
Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Q. - In: Management science : journal of the Institute for … 66 (2020) 4, pp. 1563-1583
Persistent link: https://www.econbiz.de/10012268436
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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J. - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
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Correcting for misspecification in parameter dynamics to improve forecast accuracy with adaptively estimated models
Kolsarici, Ceren; Vakratsas, Demetrios - In: Management science : journal of the Institute for … 61 (2015) 10, pp. 2495-2513
Persistent link: https://www.econbiz.de/10011386245
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Scaled PCA : a new approach to dimension reduction
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1678-1695
Persistent link: https://www.econbiz.de/10013260016
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Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond; Wang, Xiaolu; Zhuo, Guofu - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
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Economic implications of nonlinear pricing kernels
Almeida, Caio; Garcia, René - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
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The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
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Composition of electricity generation portfolios, pivotal dynamics, and market prices
Banal-Estañol, Albert; Rupérez Micola, Augusto - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1813-1831
Persistent link: https://www.econbiz.de/10003909206