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Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W. - 2005
Persistent link: https://www.econbiz.de/10003987160
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Multivariate modelling of time series count data : an autoregressive conditional poisson model
Heinen, Andréas; Rengifo, Erick W. - 2003
Persistent link: https://www.econbiz.de/10001791283
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Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model
Grammig, Joachim; Heinen, Andréas; Rengifo, Erick W. - 2004
Persistent link: https://www.econbiz.de/10002390653
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Illusionary finance and trading behavior
Hamadi, Malika (contributor); Rengifo, Erick W. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002793117
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Multivariate reduced rank regression in non-Gaussian contexts, using copulas
Heinen, Andréas; Rengifo, Erick W. - 2004
Persistent link: https://www.econbiz.de/10002344130
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Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.; Rombouts, Jeroen V. K. - 2004
Persistent link: https://www.econbiz.de/10002347876
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Loss aversion and wealth allocation between risky and risk-free assets
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003485124
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Investors facing risk
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003487479
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Loss aversion and wealth allocation when utility is derived from consumption and narrowly framed financial investments
Rengifo, Erick W. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003487490
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How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility : a VaR application
Rengifo, Erick W.; Trifan, Emanuela - In: The VaR implementation handbook, (pp. 485-512). 2009
Persistent link: https://www.econbiz.de/10003827118