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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Lo, Andrew W."
~person:"Pesaran, M. Hashem"
~subject:"Portfolio-Management"
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Schätzung
Portfolio-Management
Theorie
120
Theory
120
Estimation theory
24
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24
USA
19
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19
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18
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17
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Lo, Andrew W.
Pesaran, M. Hashem
Fabozzi, Frank J.
49
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
29
Korn, Ralf
29
Wong, Wing Keung
28
Escobar, Marcos
26
Kumbhakar, Subal
25
Li, Duan
25
Serletis, Apostolos
25
Gupta, Rangan
24
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Bahmani-Oskooee, Mohsen
18
Satchell, Stephen
18
Forsyth, Peter A.
17
Jarrow, Robert A.
17
Post, Thierry
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Chang, Tsangyao
16
Gollier, Christian
16
Levy, Haim
16
Zhou, Guofu
16
Bossaerts, Peter L.
15
Brooks, Robert
15
Chen, Zhiping
15
Guidolin, Massimo
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Moosa, Imad A.
15
Peel, David
15
Platen, Eckhard
15
Račev, Svetlozar T.
15
Timmermann, Allan
15
Tiwari, Aviral Kumar
15
Vanduffel, Steven
15
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Journal of applied econometrics
4
Journal of econometrics
4
Journal of financial markets
3
The review of financial studies
3
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Computation and estimation in finance and economics
1
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of bioeconomics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of political economy
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
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Oxford bulletin of economics and statistics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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The experiment in applied econometrics
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ECONIS (ZBW)
32
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
3
The growth of relative wealth and the Kelly criterion
Lo, Andrew W.
;
Orr, H. Allen
;
Zhang, Ruixun
- In:
Journal of bioeconomics
20
(
2018
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012055186
Saved in:
4
Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.
;
Remorov, Alexander
- In:
Journal of financial markets
34
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
When do stop-loss rules stop losses?
Kaminski, Kathryn M.
;
Lo, Andrew W.
- In:
Journal of financial markets
18
(
2014
),
pp. 234-254
Persistent link: https://www.econbiz.de/10010442454
Saved in:
7
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
8
Robust ranking and portfolio optimization
Tri-Dung Nguyen
;
Lo, Andrew W.
- In:
European journal of operational research : EJOR
221
(
2012
)
2
,
pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
Saved in:
9
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
10
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
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