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Essays in decision making : a volume in honour of Stanley Zionts
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Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
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2
Dynamic Strategic Asset Allocation : Risk and Return Across Economic Regimes
Blitz, David
-
2011
We propose a practical investment framework for dynamic asset allocation across different economic regimes, which we illustrate using a sample of U.S. data from 1948 to 2007. We identify four regimes in the economic cycle and find that these regimes capture pronounced time-variation in the risk...
Persistent link: https://www.econbiz.de/10013119715
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3
Interfirm performance evaluation under uncertainty, a multi-dimensional framework
Spronk, Jaap
;
Vermeulen, Erik P. M.
-
1994
Persistent link: https://www.econbiz.de/10000898072
Saved in:
4
A framework for conditional failure prediction
Vermeulen, Erik P. M.
;
Spronk, Jaap
;
Wijst, Nico van der
-
1995
Persistent link: https://www.econbiz.de/10000908885
Saved in:
5
Analyzing risk and performance using the multi-factor concept
Vermeulen, Erik P. M.
;
Spronk, Jaap
;
Wijst, Nico van der
-
1995
Persistent link: https://www.econbiz.de/10000908886
Saved in:
6
Interfirm performance evaluation under uncertainty
Spronk, Jaap
;
Vermeulen, Erik P. M.
-
1997
Persistent link: https://www.econbiz.de/10000974967
Saved in:
7
A multi-factor risk analysis of 18 Dutch industries
Vermeulen, Erik P. M.
;
Spronk, Jaap
;
Wijst, Nico van der
-
1993
Persistent link: https://www.econbiz.de/10000859968
Saved in:
8
A multi-dimensional framework for portfolio management
Hallerbach, Winfried G.
- In:
Essays in decision making : a volume in honour of …
,
(pp. 275-293)
.
1997
Persistent link: https://www.econbiz.de/10001294795
Saved in:
9
A risk based approach to firm evaluation applied to Dutch industries
Vermeulen, Erik P. M.
;
Spronk, Jaap
;
Wijst, Nico van der
-
1992
Persistent link: https://www.econbiz.de/10000848121
Saved in:
10
A risk based approach to firm evaluation applied to Dutch industries
Vermeulen, Erik P. M.
;
Spronk, Jaap
;
Wijst, Nico van der
-
1992
Persistent link: https://www.econbiz.de/10000848404
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