//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Unsmoothing Real Estate Return...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Theorie
129
Theory
129
Portfolio selection
82
Portfolio-Management
82
Prognoseverfahren
41
Capital income
40
Kapitaleinkommen
40
Großbritannien
39
United Kingdom
39
Estimation
34
Schätzung
34
CAPM
31
Risiko
26
Risk
26
Volatility
23
Estimation theory
21
Schätztheorie
21
Volatilität
21
Anlageverhalten
20
Börsenkurs
19
Share price
19
Behavioural finance
18
Immobilienmarkt
17
Real estate market
17
Time series analysis
17
Zeitreihenanalyse
17
USA
16
United States
16
Commercial real estate
15
Gewerbeimmobilien
15
Welt
14
World
14
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
Stochastischer Prozess
13
Aktienmarkt
12
Mathematical programming
12
Mathematische Optimierung
12
more ...
less ...
Online availability
All
Free
6
Undetermined
3
Type of publication
All
Article
26
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
9
Book section
9
Arbeitspapier
5
Collection of articles of several authors
5
Graue Literatur
5
Non-commercial literature
5
Sammelwerk
5
Working Paper
5
Aufsatzsammlung
4
more ...
less ...
Language
All
English
41
Author
All
Satchell, Stephen
41
Timmermann, Allan
6
Christodoulakis, George A.
5
Allen, David
4
Knight, John L.
4
Lizieri, Colin
4
Hwang, Soosung
3
Alcock, Jamie
2
Esch, David N.
2
Michaud, Richard O.
2
Michaud, Robert O.
2
Williams, Oliver
2
Wright, Stephen M.
2
Ahmed, Salman
1
Bond, Shaun A.
1
Chu, Ba
1
Dacco, Roberto
1
Hong, K. J.
1
Knight, John
1
Koutsoyannis, Christos
1
Liu, Shuang
1
Pedersen, Christian S.
1
Sancetta, A.
1
Sancetta, Alessio
1
Srivastava, Nandini
1
Wright, S. M.
1
Wright, Stephen
1
Yao, Juan
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
2
University of Cambridge / Department of Applied Economics
1
University of Exeter / Department of Economics
1
Published in...
All
Cambridge working papers in economics
4
Financial analysts journal : FAJ
3
Forecasting expected returns in the financial markets
3
Forecasting volatility in the financial markets
3
Quantitative finance series
3
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper in financial economics : FE
2
Economic & financial modelling : a journal of the European Economics and Financial Centre
2
Journal of forecasting
2
The European journal of finance
2
The analytics of risk model validation
2
Annals of economics and finance
1
Applied financial economics
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Butterworth-Heinemann finance
1
Discussion papers in economics
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
International journal of forecasting
1
Journal of risk and financial management : JRFM
1
The journal of business : B
1
Wiley finance Series
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
1/N versus mean-variance : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009667154
Saved in:
2
In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
Saved in:
3
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
4
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
5
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
6
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
7
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
8
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
Saved in:
9
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
10
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->