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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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Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 500, pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
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Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
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Estimation and testing of forecast rationality under flexible loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820
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Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10000637545
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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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Performance clustering and incentives in the UK pension fund industry
Blake, David (contributor); Lehmann, Bruce Neal (contributor) - 2002
Persistent link: https://www.econbiz.de/10003358245
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Decentralized investment manangement : evidence from the pension fund industry
Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ - 2010
Persistent link: https://www.econbiz.de/10003948904
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Size and value anomalies under regime shifts
Guidolin, Massimo; Timmermann, Allan - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003669209
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Asset allocation under multivariate regime switching
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3503-3544
Persistent link: https://www.econbiz.de/10003569566