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Forecasting model
Theorie
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Theory
612,988
Portfolio-Management
44,287
Portfolio selection
43,942
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43,471
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42,298
Schätzung
32,321
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Asymmetrische Information
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Diebold, Francis X.
131
Timmermann, Allan
99
Franses, Philip Hans
90
Clark, Todd E.
89
Marcellino, Massimiliano
82
Clements, Michael P.
77
Swanson, Norman R.
62
Ravazzolo, Francesco
61
Hyndman, Rob J.
60
Gupta, Rangan
57
Pesaran, M. Hashem
54
Hendry, David F.
53
McCracken, Michael W.
53
Giannone, Domenico
46
Koop, Gary
46
Schorfheide, Frank
45
Dijk, Herman K. van
44
Kilian, Lutz
44
Koopman, Siem Jan
42
Bollerslev, Tim
40
Granger, C. W. J.
38
Ghysels, Eric
37
Pierdzioch, Christian
37
Korobilis, Dimitris
36
McAleer, Michael
36
Zaremba, Adam
36
Armstrong, J. Scott
35
Härdle, Wolfgang
35
Rossi, Barbara
35
Satchell, Stephen
35
Athanasopoulos, George
34
Fildes, Robert
34
Makridakis, Spyros G.
34
Dijk, Dick van
33
Patton, Andrew J.
33
Petropoulos, Fotios
33
Lahiri, Kajal
32
Wang, Yudong
32
Christoffersen, Peter F.
31
Guidolin, Massimo
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National Bureau of Economic Research
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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University of Strathclyde / Department of Economics
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Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Rutgers University / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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IGI Global
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Rodney L. White Center for Financial Research
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
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Fachhochschule Jena / Fachbereich Betriebswirtschaft
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Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
International Monetary Fund
2
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International journal of forecasting
719
Journal of forecasting
447
Journal of econometrics
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
European journal of operational research : EJOR
118
Finance research letters
112
Discussion paper / Tinbergen Institute
101
Computational economics
100
Journal of banking & finance
95
NBER working paper series
95
NBER Working Paper
92
Discussion paper / Centre for Economic Policy Research
91
Economics letters
91
Working paper / National Bureau of Economic Research, Inc.
89
Applied economics
88
Journal of empirical finance
87
Economic modelling
86
Energy economics
85
Working paper
81
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Technological forecasting & social change : an international journal
74
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Risks : open access journal
72
Journal of financial economics
71
Applied economics letters
66
Journal of applied econometrics
66
International review of financial analysis
65
The European journal of finance
64
Quantitative finance
60
CESifo working papers
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of economic dynamics & control
54
International journal of production economics
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
The North American journal of economics and finance : a journal of financial economics studies
53
CREATES research paper
51
Working paper series / European Central Bank
47
Insurance / Mathematics & economics
46
SFB 649 discussion paper
45
Journal of international money and finance
44
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ECONIS (ZBW)
14,602
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1
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
2
Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien
Siemßen, Sönke J.
-
2000
Persistent link: https://www.econbiz.de/10013438280
Saved in:
3
Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009691279
Saved in:
4
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav
;
Szerszen, Pawel J.
-
2010
Persistent link: https://www.econbiz.de/10008655786
Saved in:
5
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav
;
Szerszen, Pawel
-
2010
Persistent link: https://www.econbiz.de/10009550957
Saved in:
6
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
7
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
8
Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
Saved in:
9
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
10
Generalized risk premia
Schneider, Paul
-
2014
order and it nests cross-sectional asset pricing models such as the
CAPM
. An empirical study in the US index market compares …
Persistent link: https://www.econbiz.de/10010412884
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