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Workshop on Nonlinearities, Business Cycles and Forecasting <2003, Madrid>
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International journal of forecasting
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ECONIS (ZBW)
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1
Earnings forecasting in a global stock selection model and efficient portfolio construction and management
Guerard, John Baynard
;
Markowitz, Harry
;
Xu, Ganlin
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 550-560
Persistent link: https://www.econbiz.de/10011474399
Saved in:
2
Effectiveness of earnings forecasts in efficient global portfolio construction
Xia, Hui
;
Min, Xinyu
;
Deng, Shijie
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 568-574
Persistent link: https://www.econbiz.de/10011474407
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3
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:
4
Betas and the myth of market neutrality
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 548-558
Persistent link: https://www.econbiz.de/10011597207
Saved in:
5
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
6
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
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7
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
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8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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9
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
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10
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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