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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - 1994
Persistent link: https://www.econbiz.de/10000147757
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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The management of foreign exchange reserves with balance-of-payments and external debt considerations : the case of Israel
Levy, Haim; Levy, Azriel - 1998
Persistent link: https://www.econbiz.de/10000995679
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Stochastic dominance : investment decision making under uncertainity
Levy, Haim - 1998
Persistent link: https://www.econbiz.de/10000666592
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596
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Optimal oil production : a portfolio approach
Levy, Haim; Cohen, Allon - In: Journal of energy finance & development 1 (1996) 2, pp. 133-165
Persistent link: https://www.econbiz.de/10001256425
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Portfolio insurance : does it pay?
Brooks, Robert - In: Advances in futures and options research : a research annual 6 (1993), pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
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Testing the predictive power of ex-post efficient portfolios
Levy, Haim - In: The journal of financial research 11 (1988) 3, pp. 241-254
Persistent link: https://www.econbiz.de/10001090729
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Equilibrium under uncertain inflation : a discrete time approach
Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 285-297
Persistent link: https://www.econbiz.de/10001037500
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053