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  • Search: subject:"Parametric portfolio policy"
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Year of publication
Subject
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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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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 4
Author
All
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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Published in...
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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
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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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
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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
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Strategic asset allocation revisited
Laborda, Ricardo; Olmo, Jose - 2015
Persistent link: https://www.econbiz.de/10011412825
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Cover Image
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
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