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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"Bayes-Statistik"
~subject:"Portfolio selection"
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Dijk, Herman K. van
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Zou, Liang
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3
Hyung, Namwon
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ECONIS (ZBW)
200
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1
Theory of dynamic portfolio choice for maximization of survival probability
Roy, Santanu
-
1992
Persistent link: https://www.econbiz.de/10000122474
Saved in:
2
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
3
A Bayesian analysis of periodic integration
Franses, Philip H.
;
Koop, Gary
-
1994
Persistent link: https://www.econbiz.de/10000122538
Saved in:
4
Approximating the uncertainty in portfolio optimization models with market imperfections
Klaassen, Pieter
-
1995
Persistent link: https://www.econbiz.de/10000904890
Saved in:
5
Crossed classification credibility models
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000908997
Saved in:
6
Portfolio choice and adjustment costs : an Euler equation approach
Broer, Dirk Peter
;
Jansen, Willem Jos
-
1995
Persistent link: https://www.econbiz.de/10000909193
Saved in:
7
Operationalizing safety first portfolio selection using extreme value theory
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
-
1995
Persistent link: https://www.econbiz.de/10000909287
Saved in:
8
Mean-variance pricing and risk preferences
Mercurio, Fabio
-
1996
Persistent link: https://www.econbiz.de/10000932106
Saved in:
9
The mean-variance model with capital controls and expectations formation : a test on German portfolio data
Jansen, Willem Jos
-
1995
Persistent link: https://www.econbiz.de/10000915603
Saved in:
10
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis
;
Lucas, André
;
Dijk, Ronald van
-
1995
Persistent link: https://www.econbiz.de/10000922344
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