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~language:"eng"
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Kapitaleinkommen
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57
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57
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54
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54
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29
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23
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19
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Timmermann, Allan
Gupta, Rangan
121
Zaremba, Adam
95
Faff, Robert W.
71
McMillan, David G.
68
Narayan, Paresh Kumar
61
Wohar, Mark E.
59
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45
Cakici, Nusret
45
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43
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43
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40
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40
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40
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40
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39
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38
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38
Lee, Cheng F.
38
Madan, Dilip B.
38
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37
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37
Satchell, Stephen
37
Sehgal, Sanjay
37
Wei, K. C. John
37
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36
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35
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34
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34
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34
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33
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33
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33
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32
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31
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31
Li, Bin
31
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30
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30
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30
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Journal of financial economics
5
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4
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3
The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
3
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2
Economic policy : a European forum
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
33
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1
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10
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33
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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
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
3
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
4
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
5
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:
6
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:
7
Do return prediction models add economic value?
Cenesizoglu, Tolga
;
Timmermann, Allan
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2974-2987
Persistent link: https://www.econbiz.de/10009673046
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
Monotonicity in asset returns : new tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-625
Persistent link: https://www.econbiz.de/10008826984
Saved in:
10
Elusive return predictability
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
Saved in:
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