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The wool debt, the wool stockpile and the national interest : did the Garnaut Committee get it right?

Haszler, Henry; Chisholm, Anthony H.; Edwards, Geoff W.; … - In: The economic record : er 72 (1996) 218, pp. 260-271

Persistent link: https://www.econbiz.de/10001210701

Optimal portfolio selection in a value-at-risk framework

Campbell, Rachel; Huisman, Ronald; Koedijk, Kees - In: Journal of banking & finance 25 (2001) 9, pp. 1789-1804

Persistent link: https://www.econbiz.de/10001604027

Measuring credit spread risk : incorporating the tails

Campbell, Rachel (contributor); Huisman, Ronald (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001709759

Repeat Sales Indexes : Estimation Without Assuming that Errors in Asset Returns are Independently Distributed

Hamilton, Jonathan H. - 2010

This paper proposes an alternative specification for the second stage of the Case-Shiller repeat sales method. This specification is based on serial correlation in the deviations from the mean one-period returns on the underlying individual assets, whereas the original Case-Shiller method...

Persistent link: https://www.econbiz.de/10013137481