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Predictions, nonlinearities and portfolio choice : applications of artificial neural networks to German market indexes

Kruse, Friedrich Christian - 2012 - 1. Aufl

Persistent link: https://www.econbiz.de/10009628440

Corporate bond risk factors in Eurozone bond markets

Stellner, Christoph - 2014

Persistent link: https://www.econbiz.de/10011433264

Quantitative forecasting models and active diversification for international bonds

Ilmanen, Antti; Sayood, Rafey - In: The journal of fixed income 12 (2002) 3, pp. 40-51

Persistent link: https://www.econbiz.de/10001763887

Forecasting European equity and bond returns for tactical asset allocation

Beckers, Stan; Blair, Bevan - In: Handbuch Asset Allocation : innovative Konzepte zur …, (pp. 267-286). 2003

Persistent link: https://www.econbiz.de/10001774847

Survey Forecasts and the Time-Varying Second Moments of Stock and Bond Returns

Balduzzi, Pierluigi - 2016

What are the economic determinants of the level and volatility of the second moments of stock and bond returns? We address this central question via the Campbell-Shiller (Campbell and Shiller, 1988) decomposition, with news constructed using survey forecasts. Risk premium news explains most of...

Persistent link: https://www.econbiz.de/10013008226