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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Engle, Robert F.
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The journal of portfolio management : a publication of Institutional Investor
NYU Working Paper
50
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
30
NBER working paper series
28
NBER Working Papers
26
Working paper / National Bureau of Economic Research, Inc.
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
Handbook of Econometrics
18
Journal of Econometrics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Working paper / National Bureau of Economic Research, Inc
15
The review of financial studies
12
Staff Report
11
Staff reports / Federal Reserve Bank of New York
11
New York University, Leonard N. Stern School Finance Department Working Paper Seires
10
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
10
Journal of Business & Economic Statistics
8
Staff Reports / Federal Reserve Bank of New York
8
Working Paper
8
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
8
Journal of Financial Econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Working paper series / University of Zurich, Department of Economics
7
Journal of monetary economics
6
The journal of finance : the journal of the American Finance Association
6
The review of economics and statistics
6
ECB Working Paper
5
Econometrics Working Papers Archive
5
Journal of financial economics
5
CESifo Working Paper
4
Econometric theory
4
FRB of New York Staff Report
4
Financial markets, institutions & instruments
4
Handbooks in economics
4
Journal of Urban Economics
4
Journal of applied econometrics
4
Journal of economic literature
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ECONIS (ZBW)
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How to forecast a crisis
Engle, Robert F.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 1
Persistent link: https://www.econbiz.de/10009520395
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2
Issues in applying financial econometrics to factor-based modeling in investment management
Engle, Robert F.
;
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 94-106
Persistent link: https://www.econbiz.de/10011686773
Saved in:
3
Measuring and modeling execution cost and risk
Engle, Robert F.
;
Ferstenberg, Robert
;
Russell, Jeffrey R.
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 14-28
Persistent link: https://www.econbiz.de/10009669872
Saved in:
4
TRADING AND HEDGING STRATEGIES - EXECUTION RISK
Engle, Robert
;
Ferstenberg, Robert
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
2
,
pp. 34-45
Persistent link: https://www.econbiz.de/10007605606
Saved in:
5
EQUITY PORTFOLIO MANAGEMENT AND ANALYSIS - MEASURING AND MODELING EXECUTION COST AND RISK
Engle, Robert
;
Ferstenberg, Robert
;
Russell, Jeffrey
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 14-29
Persistent link: https://www.econbiz.de/10009832469
Saved in:
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