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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088
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The impact on market outcomes of the portfolio selection of large equity investors
Moreno, Diego; Petrakēs, Emmanuēl - 2021
Persistent link: https://www.econbiz.de/10013259971
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu; Roll, Richard; Ross, Stephen A. - 1983
Persistent link: https://www.econbiz.de/10000687836
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What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003739801
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Managing international portfolios with small capitalization stocks
Guidolin, Massimo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003740661
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The optimal mix between funded and unfunded pensions systems when people care about relative consumption
Knell, Markus - 2008
Persistent link: https://www.econbiz.de/10003765636
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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2009
Persistent link: https://www.econbiz.de/10008667753
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Management of a capital stock by Strotz's naive planner
Tyson, Christopher J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564885