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~person:"Gouriéroux, Christian"
~person:"Satchell, Stephen"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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Portfolio selection
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Gouriéroux, Christian
Satchell, Stephen
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Fabozzi, Frank J.
123
Koopman, Siem Jan
121
Gil-Alaña, Luis A.
114
Caporale, Guglielmo Maria
94
Härdle, Wolfgang
83
Pesaran, M. Hashem
83
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73
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73
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64
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54
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53
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51
Kunst, Robert M.
51
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50
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49
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48
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47
Korn, Ralf
47
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46
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46
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46
Lo, Andrew W.
46
Schmid, Wolfgang
46
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45
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44
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43
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18
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1
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1
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1
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1
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1
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1
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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ECONIS (ZBW)
88
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1
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
2
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
Saved in:
3
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
4
Advanced trading rules
Acar, Emmanuel
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000964435
Saved in:
5
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
6
Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
7
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
8
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
9
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
10
Detecting a long run relationship : (with an application to the PPP hypothesis)
Gouriéroux, Christian
;
Peaucelle, Irina
-
1988
Persistent link: https://www.econbiz.de/10000791144
Saved in:
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