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subject:"Asymmetrische Information"
~institution:"European University Institute / Department of Law"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Portfolio selection"
~subject:"VAR model"
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Asymmetrische Information
Portfolio selection
VAR model
Theorie
118
Theory
118
USA
13
United States
13
Capital income
12
Kapitaleinkommen
12
Portfolio-Management
12
Forecasting model
9
Prognoseverfahren
9
EU countries
8
EU-Staaten
8
Volatility
8
Volatilität
8
Börsenkurs
6
Estimation theory
6
Geldpolitik
6
Investition
6
Investment
6
Monetary policy
6
Schätztheorie
6
Share price
6
Time series analysis
6
VAR-Modell
6
Zeitreihenanalyse
6
Asymmetric information
5
Estimation
5
Exchange rate
5
Forecast
5
Prognose
5
Schätzung
5
Wechselkurs
5
Allgemeines Gleichgewicht
4
CAPM
4
Competition
4
Costs
4
General equilibrium
4
Incomplete market
4
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21
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23
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
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English
23
Author
All
Brandt, Michael W.
4
Allen, Franklin
2
Aït-Sahalia, Yacine
2
Babus, Ana
2
Bonaparte, Yosef
2
Carletti, Elena
2
Chakraborty, Archishman
2
Cooper, Russell W.
2
Gottardi, Piero
2
Kriwoluzky, Alexander
2
Lütkepohl, Helmut
2
Yılmaz, Bilge
2
Alvarez, Fernando
1
Auster, Sarah
1
Bardsen, Gunnar
1
Bisin, Alberto
1
Brennan, Michael J.
1
Broer, Tobias
1
Cabrales, Antonio
1
Farhi, Emmanuel
1
Geanakopols, John
1
Guiso, Luigi
1
Herwartz, Helmut
1
Kang, Qiang
1
Kogan, Leonid
1
Lippi, Francesco
1
Markun, Michal
1
Minelli, Enrico
1
Panageas, Stauros
1
Polemarchakis, Heraklis M.
1
Santa-Clara, Pedro
1
Uppal, Raman
1
Xia, Yihong
1
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Institution
All
European University Institute / Department of Law
Rodney L. White Center for Financial Research
National Bureau of Economic Research
366
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Center for Economic Research <Tilburg>
18
Institute of Finance and Accounting <London>
15
Ekonomiska forskningsinstitutet <Stockholm>
13
European University Institute / Department of Economics
13
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
11
Bonn Graduate School of Economics
9
Brown University / Department of Economics
8
International Center for Financial Asset Management and Engineering
8
Springer Fachmedien Wiesbaden
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
7
University of British Columbia / Finance Division
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
Friedrich-Schiller-Universität Jena
6
Massachusetts Institute of Technology / Department of Economics
6
Universitetet i Oslo / Økonomisk institutt
6
Universität Mannheim
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Columbia University / Department of Economics
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of Richmond
5
Federal Reserve Bank of San Francisco
5
Forschungsinstitut zur Zukunft der Arbeit
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
The Wharton Financial Institutions Center
5
University of Exeter / Department of Economics
5
World Bank
5
Birkbeck College / Department of Economics
4
Centre for Economic Policy Research
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of St. Louis
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Goethe-Universität Frankfurt am Main
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Judge Institute of Management Studies
4
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Published in...
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EUI working paper / ECO
14
Working papers / Rodney L. White Center for Financial Research
9
Source
All
ECONIS (ZBW)
23
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Asymmetric awareness and moral hazard
Auster, Sarah
-
2011
Persistent link: https://www.econbiz.de/10009405404
Saved in:
3
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
4
Rationalizing trading frequency and returns
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003974947
Saved in:
5
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003974972
Saved in:
6
Markets and contracts
Bisin, Alberto
;
Geanakopols, John
;
Gottardi, Piero
; …
-
2010
Persistent link: https://www.econbiz.de/10003985579
Saved in:
7
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003985584
Saved in:
8
Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando
;
Guiso, Luigi
;
Lippi, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003960118
Saved in:
9
Costly portfolio adjustment
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003960559
Saved in:
10
Markets for information : of inefficient firewalls and efficient monopolies
Cabrales, Antonio
;
Gottardi, Piero
-
2009
Persistent link: https://www.econbiz.de/10003826908
Saved in:
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