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Search: isPartOf:"Journal of Financial Econometrics"
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Ghysels, Eric
22
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21
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16
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14
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13
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12
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11
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11
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10
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10
Lunde, Asger
10
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10
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9
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9
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8
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8
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7
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7
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7
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7
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7
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
370
Journal of Financial Econometrics
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Journal of financial econometrics
203
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ECONIS (ZBW)
569
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111
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
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112
Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
Saved in:
113
Pricing American options under high-dimensional models with recursive adaptive sparse expectations
Scheidegger, Simon
;
Treccani, Adrien
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 258-290
Persistent link: https://www.econbiz.de/10012620053
Saved in:
114
An empirical implementation of the Ross recovery theorem as a prediction device
Audrino, Francesco
;
Huitema, Robert
;
Ludwig, Markus
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10012620054
Saved in:
115
Deep learning for mortgage risk
Sadhwani, Apaar
;
Giesecke, Kay
;
Sirignano, Justin
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 313-368
Persistent link: https://www.econbiz.de/10012620055
Saved in:
116
Robo-advising : learning investors' risk preferences via portfolio choices
Alsabah, Humoud
;
Capponi, Agostino
;
Lacedelli, Octavio Ruiz
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 369-392
Persistent link: https://www.econbiz.de/10012620056
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117
On the autocorrelation of the stock market
Martin, Ian
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10012504290
Saved in:
118
Regulatory capital and incentives for risk model choice under Basel 3
Liu, Fred
;
Stentoft, Lars
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 53-96
Persistent link: https://www.econbiz.de/10012504312
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119
Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012504315
Saved in:
120
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
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