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The economic value of nonlinear predictions in asset allocation

Kruse, Friedrich; Rudolf, Markus - In: Problems and perspectives in management : PPM ; … 10 (2012) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10009558124

Strategische Asset-Allocation mit neuronalen Netzen : prognosegesteuertes Portfoliomanagement

Graf, Jürgen; Zagorski, Peter; Westphal, Martin; … - In: Quantitative Verfahren im Finanzmarktbereich, (pp. 155-165). 1996

Persistent link: https://www.econbiz.de/10001319161

Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung

Steiner, Manfred; Wittkemper, Hans-Georg; Wolf, J. Benedict - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 74-94

Persistent link: https://www.econbiz.de/10001407711

Portfolio creation using artificial neural networks and classification probabilities: a Canadian study

Morris, Tania; Comeau, Jules - In: Financial markets and portfolio management 34 (2020) 2, pp. 133-163

Persistent link: https://www.econbiz.de/10012289606

Measuring risk in fixed income portfolios using yield curve models

Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10011441011

The term structure of implied dividend yields and expected returns

Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13

Persistent link: https://www.econbiz.de/10011382973

Portfolio choice with stochastic interest rates and learning about stock return predictability

Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: International review of economics & finance : IREF 41 (2016), pp. 347-370

Persistent link: https://www.econbiz.de/10011624748

Predictability of Crypto Returns : A Habit-Based Explanation of the Risk Premium

Dunbar, Kwamie; Owusu-Amoako, Johnson - 2022

We evaluated the ability of futures market participants’ hedging decisions to predict changes in cryptocurrency returns based on its influence on risk aversion via the risk premium channel. We document that the hedging factor has a significant effect on measures of risk aversion and financial...

Persistent link: https://www.econbiz.de/10014235920

Econometric models of limit-order executions

Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71

Persistent link: https://www.econbiz.de/10001690102

Econometric models of limit-order executions

Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999

Persistent link: https://www.econbiz.de/10001408440

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