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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Timmermann, Allan"
~subject:"Asset management"
~subject:"Börsenkurs"
~subject:"Estimation"
~type_genre:"Article in journal"
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Asset management
Börsenkurs
Estimation
Capital income
4
Kapitaleinkommen
4
CAPM
3
Investment Fund
3
Investmentfonds
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
Bayes-Statistik
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Performance measurement
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Performance-Messung
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Risk premium
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Aktienfonds
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Aktienmarkt
1
Bayesian analysis
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Cross-sectional variation in risk premia
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EU countries
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EU-Staaten
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Economic constraints
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Timmermann, Allan
Stambaugh, Robert F.
8
French, Kenneth Ronald
6
Hong, Harrison G.
6
Moskowitz, Tobias J.
6
Shleifer, Andrei
6
Stulz, René M.
6
Zhou, Guofu
6
Bali, Turan G.
5
Barclay, Michael J.
5
Bollerslev, Tim
5
Karpoff, Jonathan M.
5
Kelly, Bryan T.
5
Linnainmaa, Juhani
5
Lo, Andrew W.
5
Amihud, Yakov
4
Barberis, Nicholas
4
Bessembinder, Hendrik
4
Boons, Martijn
4
Fama, Eugene F.
4
Greenwood, Robin
4
Hendershott, Terrence
4
Hirshleifer, David
4
Jegadeesh, Narasimhan
4
Kaniel, Ron
4
Keloharju, Matti
4
Lakonishok, Josef
4
Lamont, Owen A.
4
Malmendier, Ulrike
4
Pástor, Ľuboš
4
Richardson, Matthew
4
Schwert, George William
4
Subrahmanyam, Avanidhar
4
Todorov, Viktor
4
Wahal, Sunil
4
Walkling, Ralph A.
4
Warner, Jerold B.
4
Weber, Michael
4
Yu, Jianfeng
4
Yuan, Yu
4
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Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
3
Economics letters
2
Journal of forecasting
2
The review of economic studies
2
The review of financial studies
2
Annals of finance
1
Econometric reviews
1
Economica
1
European finance review : the official journal of the European Finance Association
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The American economic review
1
The Scandinavian journal of economics
1
The quarterly journal of economics
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ECONIS (ZBW)
4
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Network centrality and delegated investment performance
Rossi, Alberto
;
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
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