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Allocating and forecasting changes in risk

Gaigall, Daniel - In: Journal of risk 25 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014283880

Allocating and forecasting changes in risk

Gaigall, Daniel - In: Journal of risk : JOR 25 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014487054

Optimal attention allocation : picking alpha or betting on beta?

Gu, Zuyao; Shi, Yun; Yan, Tingjin; Zhou, Yong - In: Quantitative finance 24 (2024) 11, pp. 1679-1702

Persistent link: https://www.econbiz.de/10015196959

Essays in macroeconomics and behavioral economics

Nocetti, Diego - 2006

Persistent link: https://www.econbiz.de/10003965683

The resource allocation problem for demand forecasting and performance measurement

Kung, Ling-chieh; Chen, Ying-Ju - In: Operations research letters 40 (2012) 1, pp. 61-68

Persistent link: https://www.econbiz.de/10009503754

Optimal long-term allocation with pension fund liabilities

Jondeau, Eric; Rockinger, Michael - 2014

We build a macroeconomic model for Switzerland, the Euro Area, and the USA that drives the dynamics of several asset classes and the liabilities of a representative Swiss (defined-contribution) pension fund. This encompassing approach allows us to generate correlations between returns on assets...

Persistent link: https://www.econbiz.de/10010442892