//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic econometric modeling a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
406
Theory
374
Prognoseverfahren
289
Forecasting model
273
Bayes-Statistik
231
Bayesian inference
230
Zeitreihenanalyse
169
Time series analysis
154
USA
112
United States
101
Statistische Verteilung
90
Capital income
89
Kapitaleinkommen
89
Schätzung
87
Statistical distribution
81
Estimation
80
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Börsenkurs
67
Share price
66
Schätztheorie
64
Estimation theory
62
Wirtschaftsprognose
62
Economic forecast
61
Portfolio-Management
61
Modellierung
54
Strukturbruch
53
Markov chain
50
Markov-Kette
50
Scientific modelling
48
Structural break
48
Prognose
47
Sampling
44
Stichprobenerhebung
44
importance sampling
44
Ökonometrie
42
Forecast
41
VAR-Modell
40
Cointegration
38
more ...
less ...
Online availability
All
Free
24
Undetermined
10
Type of publication
All
Book / Working Paper
41
Article
18
Type of publication (narrower categories)
All
Arbeitspapier
32
Working Paper
32
Graue Literatur
29
Non-commercial literature
29
Article in journal
18
Aufsatz in Zeitschrift
18
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
59
Author
All
Timmermann, Allan
43
Dijk, Herman K. van
16
Blake, David
13
Hoogerheide, Lennart
13
Wermers, Russ
12
Guidolin, Massimo
8
Lehmann, Bruce Neal
7
Grassi, Stefano
5
Tonks, Ian
5
Basturk, Nalan
4
Kleijn, Richard
4
Ravazzolo, Francesco
4
Rossi, Alberto G.
4
Verbeek, Marno
4
Banegas, Ayelen
3
Borowska, Agnieszka
3
Gillen, Ben
3
Kapur, Sandeep
3
Pesaran, M. Hashem
3
Gallagher, Emily
2
Gatarek, Lukasz T.
2
Grønborg, Niels S.
2
Liu, Jun
2
Lunde, Asger
2
Martens, Martin
2
Oord, Arco van
2
Pettenuzzo, Davide
2
Schmidt, Lawrence
2
Smith, Simon C.
2
Ardia, David
1
Baştürk, N.
1
Baştürk, Nalan
1
Blake, David P.
1
Borowska, A.
1
Catão, Luis
1
Cross, Jamie
1
Dunis, Christian
1
Gatarek, Lukasz
1
Grassi, S.
1
Hoogerheide, Lennart F.
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
4
Pensions Institute
1
School of Economics, Mathematics and Statistics <London>
1
Published in...
All
Discussion paper / Tinbergen Institute
8
Discussion paper / Centre for Economic Policy Research
6
Working paper
4
Discussion paper / the Pensions Institute, Birkbeck College, University of London
3
Journal of financial economics
3
Discussion paper series / LSE Financial Markets Group
2
Journal of econometrics
2
Journal of forecasting
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
Birkbeck working papers in economics and finance : BWPEF
1
DAE working paper
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion papers / CEPR
1
Econometrics : open access journal
1
Economics letters
1
IMF working paper
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of investment management : JOIM
1
Robert H. Smith School Research Paper
1
Series in financial economics and quantitative analysis
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
Tinbergen Institute Discussion Paper 09-061/4
1
Tinbergen Institute Discussion Paper 14-039/III
1
Tinbergen Institute Discussion Paper 16-099/III
1
Tinbergen Institute Discussion Paper 2018-076/III
1
UBS paper
1
Working paper / Centre for Financial Research
1
Working paper / Norges Bank
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->