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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
Discussion paper / Department of Economics, University of California San Diego
43
Working paper / National Bureau of Economic Research, Inc.
26
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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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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3
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
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