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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
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Modeling covariance risk in Merton's ICAPM
Rossi, Alberto; Timmermann, Allan - In: The review of financial studies 28 (2015) 5, pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
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Optimal convergence trade strategies
Liu, Jun; Timmermann, Allan - In: The review of financial studies 26 (2013) 4, pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis
Gallagher, Emily A.; Schmidt, Lawrence; Timmermann, Allan; … - In: The review of financial studies 33 (2020) 4, pp. 1445-1483
Persistent link: https://www.econbiz.de/10012198385
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Break risk
Smith, Simon C.; Timmermann, Allan - In: The review of financial studies 34 (2021) 4, pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
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International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2013) 2, pp. 889-888
Persistent link: https://www.econbiz.de/10010113667
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International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-936
Persistent link: https://www.econbiz.de/10007984219