Model averaging in risk management with an application to futures markets von Pesaran, M. Hashem 1946-, Schleicher, Christoph, Zaffaroni, Paolo

Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo 1967-

Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo

Optimality and diversifiability of mean variance and arbitrage pricing portfolios von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo

Optimality and diversifiability of mean variance and arbitrage pricing portfolios von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo 1967-

Model averaging in risk management with an application to futures markets von Pesaran, M. Hashem 1946-, Schleicher, Christoph, Zaffaroni, Paolo 1967-

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Optimal asset allocation with factor models for large portfolios von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo

Optimal asset allocation with factor models for large portfolios von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo 1967-

Volltext öffnen

Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo

Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management von Pesaran, M. Hashem 1946-, Zaffaroni, Paolo 1967-

(Fractional) beta-convergence von Michelacci, Claudio, Zaffaroni, Paolo