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The Hazards of Mutual Fund Und...
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Timmermann, Allan
63
Blake, David
45
Dowd, Kevin
19
Lunde, Asger
15
Guidolin, Massimo
11
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9
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7
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4
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3
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3
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2
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2
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1
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1
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Journal of econometrics
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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6
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2
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2
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1
The hazards of mutual fund underperformance: A Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
- In:
Journal of empirical finance
6
(
1999
)
2
,
pp. 121-152
Persistent link: https://www.econbiz.de/10007245408
Saved in:
2
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10008214563
Saved in:
3
Asset Allocation Dynamics and Pension Fund Performance
Blake, David
;
Lehmann, Bruce N.
;
Timmermann, Allan
- In:
The journal of business : B
72
(
1999
)
4
,
pp. 429-462
Persistent link: https://www.econbiz.de/10006049015
Saved in:
4
International Asset Allocation with Time-Varying Investment Opportunities
Timmermann, Allan
;
Blake, David
- In:
The journal of business : B
78
(
2005
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10006017062
Saved in:
5
Decentralized Investment Management: Evidence from the Pension Fund Industry
BLAKE, DAVID
;
ROSSI, ALBERTO G.
;
TIMMERMANN, ALLAN
; …
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 1133-1178
Persistent link: https://www.econbiz.de/10010120281
Saved in:
6
Returns from active management in international equity markets: evidence from a panel of UK pension funds
Blake, David
;
Timmermann, Allan
- In:
The journal of asset management
6
(
2005-06
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10007270105
Saved in:
7
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10006747797
Saved in:
8
Choosing the Best Volatility Models: The Model Confidence Set Approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James M.
- In:
Oxford bulletin of economics and statistics
65
(
2003
),
pp. 839-862
Persistent link: https://www.econbiz.de/10006431521
Saved in:
9
The 2005 Invited Address - Rejoinder - Realized Variance and Market Microstructure Noise
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 208-218
Persistent link: https://www.econbiz.de/10008222683
Saved in:
10
The 2005 Invited Address - Realized Variance and Market Microstructure Noise
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10008222693
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