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Editorial Announcement

Ghysels, Eric; Renault, Eric - In: Journal of Financial Econometrics 12 (2013) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10010728000

THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT

Ghysels, Eric; Renault, Eric - In: Econometric Theory 28 (2012) 04, pp. 889-914

Persistent link: https://www.econbiz.de/10011067403

The JFEC Invited Lecture at the 2009 SoFiE Conference

Garcia, René; Ghysels, Eric; Renault, Eric - In: Journal of Financial Econometrics 9 (2011) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10008784378

On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk

Chabi-Yo, Fousseni; Ghysels, Eric; Renault, Eric - 2008

The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the risky assets, and second decide how to divide total wealth between the risky assets and the safe asset. This so called...

Persistent link: https://www.econbiz.de/10010279966