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G11 - Portfolio Choice; Investment Decisions
Citations 1-10 of 18 total displayed.
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Most recent content
(1 Jan 2008):
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- Articles
Size and Value Anomalies under Regime Shifts
- Massimo Guidolin and Allan Timmermann
J. Financial Econometrics 2008; 6: 1-48.
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- Articles
Nonparametric Estimation of Expected Shortfall
- Song Xi Chen
J. Financial Econometrics 2008; 6: 87-107.
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Past content
(since Jan 2004):
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- Articles
Practitioners’ Corner
- Adam Canopius
J. Financial Econometrics 2006; 4: 671-675.
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The Generalized Hyperbolic Skew Student’s t-Distribution
- Kjersti Aas and Ingrid Hobæk Haff
J. Financial Econometrics 2006; 4: 275-309.
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Value-at-Risk Prediction: A Comparison of Alternative Strategies
- Keith Kuester, Stefan Mittnik, and Marc S. Paolella
J. Financial Econometrics 2006; 4: 53-89.
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Reexamining the Profitability of Technical Analysis with Data Snooping Checks
- Po-Hsuan Hsu and Chung-Ming Kuan
J. Financial Econometrics 2005; 3: 606-628.
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Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights
- Tae-Hwan Kim, Halbert White, and Douglas Stone
J. Financial Econometrics 2005; 3: 315-343.
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The Present and Future of Financial Risk Management
- Carol Alexander
J. Financial Econometrics 2005; 3: 3-25.
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New Directions in Risk Management
- John Drzik
J. Financial Econometrics 2005; 3: 26-36.
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Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
- Eric Jacquier, Alex Kane, and Alan J. Marcus
J. Financial Econometrics 2005; 3: 37-55.
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