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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
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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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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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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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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
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Asset allocation dynamics and pension fund performance
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10001469940
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Asset allocation dynamics and pension fund performance
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000987512
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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
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Country and industry dynamics in stock returns
Catão, Luis; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001760482
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Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797255