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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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structural breaks
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Timmermann, Allan
43
Blake, David
13
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12
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8
Lehmann, Bruce Neal
7
Tonks, Ian
5
Rossi, Alberto G.
4
Banegas, Ayelen
3
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3
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3
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2
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2
Lunde, Asger
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ECONIS (ZBW)
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Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10001469926
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2
Performance clustering and incentives in the Uk pension fund industry
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10001469937
Saved in:
3
Asset allocation dynamics and pension fund performance
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10001469940
Saved in:
4
Asset allocation dynamics and pension fund performance
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000987512
Saved in:
5
Performance clustering and incentives in the UK pension fund industry
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000987514
Saved in:
6
A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
- In:
Economics letters
44
(
1994
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
Saved in:
7
Country and industry dynamics in stock returns
Catão, Luis
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001760482
Saved in:
8
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
Saved in:
9
Asset allocation dynamics and pension fund performance
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
- In:
The journal of business : B
72
(
1999
)
4
,
pp. 429-461
Persistent link: https://www.econbiz.de/10001420894
Saved in:
10
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
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