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Positional portfolio management
Gagliardini, Patrick; Gouriéroux, Christian; Rubin, Mirco - In: Journal of financial econometrics 19 (2021) 4, pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
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Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - In: Journal of financial econometrics 18 (2020) 3, pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
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Comparing asset pricing models by the conditional Hansen-Jagannathan distance
Gagliardini, Patrick; Ronchetti, Diego - In: Journal of financial econometrics 18 (2020) 2, pp. 333-394
Persistent link: https://www.econbiz.de/10012232965
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Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick; Ronchetti, Diego - In: Journal of financial econometrics 18 (2020) 4, pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
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Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille; Proulx, Kevin; Renault, Eric - In: Journal of financial econometrics 18 (2020) 4, pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
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Testing for endogeneity of Covid-19 patient assignments
Gouriéroux, Christian; Djogbenou, A.; Jasiak, Joann - In: Journal of financial econometrics 20 (2022) 5, pp. 875-901
Persistent link: https://www.econbiz.de/10013460030