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Theorie 2 Theory 2 ARCH model 1 ARCH-Modell 1 Börsenkurs 1 CAPM 1 Capital market returns 1 EGARCH 1 Estimation 1 Financial investment 1 Forecasting model 1 Investment Fund 1 Investmentfonds 1 Kapitalanlage 1 Kapitalmarktrendite 1 Nash equilibrium 1 Nash-Gleichgewicht 1 Pooled annuity 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 S&P 500 1 Schätzung 1 Share price 1 Stochastic process 1 Stochastischer Prozess 1 VIX 1 Volatility 1 Volatilität 1 consumption-investment 1 intradaily returns 1 model combination 1 optimal pool 1 optimal pool size 1 stochastic volatility 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
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Durham, Garland 1 Geweke, John 1 He, Lin 1 Liang, Zongxia 1 Ren, Zhaojie 1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Scandinavian actuarial journal 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Optimal consumption and investment in pooled annuity funds with and without fund managers
He, Lin; Liang, Zongxia; Ren, Zhaojie - In: Scandinavian actuarial journal 2025 (2025) 1, pp. 79-116
Persistent link: https://www.econbiz.de/10015534461
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Improving asset price prediction when all models are false
Durham, Garland; Geweke, John - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
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