Similar Search Results

Do countries or industries explain momentum in Europe?

Nijman, Theodore E. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001646679

Do countries or industries explain momentum in Europe?

Nijman, Theodore E.; Swinkels, Laurens; Verbeek, Marno - In: Journal of empirical finance 11 (2004) 4, pp. 461-481

Persistent link: https://www.econbiz.de/10002145197

Do countries or industries explain momentum in Europe?

Nijman, Theodore E. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001709653

De povere prestaties van beleggingsfondsen

Horst, J. ter; Nijman, Theodore E.; Roon, Frans de - In: Economisch statistische berichten : ESB 84 (1999), pp. 144-148

Persistent link: https://www.econbiz.de/10001448830

Estimation and testing in models containing both jumps and conditional heteroskedasticity

Drost, Feike C.; Nijman, Theodore E.; Werker, Bas J. M. - 1994

Persistent link: https://www.econbiz.de/10000904675

Estimation and testing in models containing both jumps and conditional heteroscedasticity

Drost, Feike C. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 237-243

Persistent link: https://www.econbiz.de/10001244002

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Koijen, Ralph S. J. - 2010

We study the importance of time-varying bond risk premia in a consumption and portfolio-choice problem for a life-cycle investor facing short-sales and borrowing constraints. Tilts in the optimal asset allocation in response to changes in bond risk premia exhibit pronounced life-cycle patterns....

Persistent link: https://www.econbiz.de/10013148433

The economic value of predicting stock index returns and volatility

Marquering, Wessel A. (contributor); … - 2000

Persistent link: https://www.econbiz.de/10001528578

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655

Persistent link: https://www.econbiz.de/10001533480

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000674748