Narrow search
Showing 1 - 10 of 32
Cover Image
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000614563
Cover Image
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
Cover Image
International asset allocation with time-varying investment opportunities
Timmermann, Allan (contributor); Blake, David (contributor) - 2002
Persistent link: https://www.econbiz.de/10003358223
Cover Image
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
Cover Image
Decentralized investment management : evidence from the pension fund industry
Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ - 2009
Persistent link: https://www.econbiz.de/10008808017
Cover Image
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Cover Image
International asset allocation with time-varying investment opportunizies
Timmermann, Allan; Blake, David - In: The journal of business : B 78 (2005) 1, pp. 71-98
Persistent link: https://www.econbiz.de/10002827530
Cover Image
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
Cover Image
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - In: Journal of empirical finance 6 (1999) 2, pp. 121-152
Persistent link: https://www.econbiz.de/10001426329
Cover Image
Variation in expected stock returns : evidence on the pricing of equities from a cross-section of UK companies
Miles, David - In: Economica 63 (1996) 251, pp. 369-382
Persistent link: https://www.econbiz.de/10001207856