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~isPartOf:"Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor"
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Guerard, John Baynard
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Ceria, Sebastián
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
Robustness in econometrics
19
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
13
Essays in honor of Joon Y. Park : econometric theory
11
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
11
Applied quantitative finance
10
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
9
Spatial econometric interaction modelling
8
The European social model under pressure : Liber amicorum in honour of Klaus Armingeon
8
Essays in honor of Subal Kumbhakar
7
Handbook of research on emerging theories, models, and applications of financial econometrics
7
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
7
Essays in honor of Cheng Hsiao
6
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
6
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
6
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
6
Productivity and Inequality
6
The Oxford handbook of panel data
6
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
6
Handbook of research on new challenges and global outlooks in financial risk management
5
Macroeconomic forecasting in the era of big data : theory and practice
5
Money, trade and finance : recent trends and methodological issues
5
The econometrics of complex survey data : theory and applications
5
Thirlwall's law at 40
5
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
4
Advances in analytics and applications
4
Climate Change Adaptation, Governance and New Issues of Value : Measuring the Impact of ESG Scores on CoE and Firm Performance
4
Essays in honour of Fabio Canova
4
Eurasian economic perspectives : proceedings of the 26th and 27th Eurasia Business and Economics Society Conferences
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
4
Handbook of research methods and applications in empirical microeconomics
4
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
4
The Oxford handbook of economic forecasting
4
The Oxford handbook of the Indian economy
4
The Oxford handbook of the economics of peace and conflict
4
Advances in Economic Measurement : A Volume in Honour of D. S. Prasada Rao
3
Advances in innovation, trade and business : evidence from emerging economies
3
Advances of OR in commodities and financial modeling
3
Application of operations research to financial markets
3
Blockchain economics and financial market innovation : financial innovations in the digital age
3
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Returns, risk, portfolio selection, and evaluation
Dhrymes, Phoebus J.
;
Guerard, John Baynard
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 73-110)
.
2017
Persistent link: https://www.econbiz.de/10011602879
Saved in:
2
Portfolio performance assessment : statistical issues and methods for improvement
Stone, Bernell K.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 169-228)
.
2017
Persistent link: https://www.econbiz.de/10011602954
Saved in:
3
Alpha construction in a consistent investment process
Ceria, Sebastián
;
Sivaramakrishnan, Kartik
;
Stubbs, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 257-274)
.
2017
Persistent link: https://www.econbiz.de/10011603244
Saved in:
4
Empirical analysis of market connectedness as a risk factor for explaining expected stock returns
Deng, Shijie
;
Sim, Min
;
Huo, Xiaoming
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 275-289)
.
2017
Persistent link: https://www.econbiz.de/10011603250
Saved in:
5
The behaviour of sentiment-induced share returns : measurement when fundamentals are observable
Brealey, Richard A.
;
Cooper, Ian
;
Kaplanis, Evi C.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 291-313)
.
2017
Persistent link: https://www.econbiz.de/10011603257
Saved in:
6
Constructing mean variance efficient frontiers using foreign large blend mutual funds
Xu, Ganlin
;
Markowitz, Harry
;
Wang, Minyee
;
Guerard, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 315-329)
.
2017
Persistent link: https://www.econbiz.de/10011603265
Saved in:
7
Fundamental versus traditional indexation for international mutual funds : evaluating DFA, WisdomTree, and RAFI PowerShares
Lim, Heehyun
;
Tower, Edward
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011603273
Saved in:
8
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
9
Leveling the playing field
Berk, Jonathan B.
;
Binsbergen, Jules H. van
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 421-430)
.
2017
Persistent link: https://www.econbiz.de/10011603295
Saved in:
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