//--> //--> //--> //-->
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:"Portfolio selection"
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
Equivalence Between Out-of-Sam...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
243
Theory
229
Prognoseverfahren
193
Forecasting model
187
Capital income
88
Kapitaleinkommen
88
Zeitreihenanalyse
77
Schätzung
76
Estimation
74
USA
74
Börsenkurs
73
Share price
73
Time series analysis
73
United States
70
Volatilität
59
Volatility
57
Wirtschaftsprognose
54
Economic forecast
53
Strukturbruch
48
Structural break
45
Schätztheorie
40
Estimation theory
37
Portfolio-Management
36
Großbritannien
32
United Kingdom
32
ARCH-Modell
29
ARCH model
28
Investment Fund
25
Investmentfonds
25
Prognose
25
Business cycle
24
Bayes-Statistik
23
Konjunktur
23
Statistischer Test
23
Bayesian inference
21
Institutional investor
21
Institutioneller Investor
21
Cointegration
20
Forecast
20
more ...
less ...
Online availability
All
Undetermined
8
Free
7
Type of publication
All
Book / Working Paper
22
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
20
Working Paper
20
Graue Literatur
17
Non-commercial literature
17
Article in journal
14
Aufsatz in Zeitschrift
14
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
36
Author
All
Timmermann, Allan
36
Blake, David
12
Guidolin, Massimo
8
Lehmann, Bruce Neal
8
Wermers, Russ
5
Kapur, Sandeep
3
Pesaran, M. Hashem
3
Tonks, Ian
3
Grønborg, Niels S.
2
Liu, Jun
2
Lunde, Asger
2
Pettenuzzo, Davide
2
Rossi, Alberto
2
Smith, Simon C.
2
Catão, Luis
1
Dunis, Christian
1
Moody, John
1
Van Reenen, John
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
4
Pensions Institute
1
School of Economics, Mathematics and Statistics <London>
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
5
Working paper
4
Discussion paper / the Pensions Institute, Birkbeck College, University of London
3
Journal of financial economics
3
Discussion paper series / LSE Financial Markets Group
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
Birkbeck working papers in economics and finance : BWPEF
1
DAE working paper
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion papers / CEPR
1
Economics letters
1
IMF working paper
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of investment management : JOIM
1
Series in financial economics and quantitative analysis
1
The journal of business : B
1
UBS paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
9
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
10
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
115
(
2005
)
506
,
pp. 1077-1102
Persistent link: https://www.econbiz.de/10003181278
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->