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Search: subject:"Parametric portfolio policy"
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Anlageverhalten
4
Behavioural finance
4
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Capital income
3
Estimation
3
Hedging
3
Kapitaleinkommen
3
Schätzung
3
parametric portfolio policy rules
2
strategic asset allocation
2
Currency speculation
1
Devisenmarkt
1
Dynamic hedging demand
1
Financial investment
1
Forecasting model
1
Foreign exchange market
1
Intertemporal portfolio theory
1
Kapitalanlage
1
Parametric portfolio policy
1
Parametric portfolio policy rules
1
Prognoseverfahren
1
Return predictability
1
Strategic asset allocation
1
Währungsspekulation
1
asset selection
1
currency carry trade
1
dynamic hedging demand
1
hedging demand
1
intertemporal portfolio theory
1
market timing
1
portfolio optimization
1
return predictability
1
state varia-bles
1
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English
4
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Laborda, Ricardo
3
Olmo, Jose
3
Falge, Michael
1
Fieberg, Christian
1
Olschewsky, Michael
1
Osorio, Carlos
1
Poddig, Thorsten
1
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Discussion papers in economics and econometrics
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial econometrics
1
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ECONIS (ZBW)
4
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1
Market timing in parametric portfolio policies
Osorio, Carlos
;
Poddig, Thorsten
;
Fieberg, Christian
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013371160
Saved in:
2
Hedging demand in long-term asset allocation with an application to carry trade strategies
Laborda, Ricardo
;
Olmo, Jose
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 472-504
Persistent link: https://www.econbiz.de/10013349135
Saved in:
3
Strategic asset allocation revisited
Laborda, Ricardo
;
Olmo, Jose
-
2015
Persistent link: https://www.econbiz.de/10011412825
Saved in:
4
Optimal asset allocation for strategic investors
Laborda, Ricardo
;
Olmo, Jose
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 970-987
Persistent link: https://www.econbiz.de/10011746933
Saved in:
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