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5 research outputs found

Cyclicality in Losses on Bank Loans

Author: A Azzalini
A Azzalini
A Hamerle
A Pagan
A Shleifer
Bart F. Diris
Bart Keijsers
D Creal
D Duffie
D Duffie
E Altman
E Figure
E I References Altman
Erik Kole
J A Bastos
J A Hartigan
J Durbin
J Durbin
J Frye
J Grunert
J H Stock
J Windle
J Windle
K D�llmann
K Emery
L Allen
M B Gordy
M Bruche
M H Pesaran
M J Flannery
M Knaup
M Pykhtin
N G Polson
N G Polson
P Miu
R Calabrese
R Calabrese
R Calabrese
S Azizpour
S Fr�hwirth-Schnatter
S H�cht
S H�cht
S J Koopman
S J Koopman
S Watanabe
T Hartmann-Wendels
T Schuermann
V V Acharya
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation

Author: Bart Diris
Diebold F
Franz Palm
Peter Schotman
Zellner A
Publication venue: 'Institute for Operations Research and the Management Sciences (INFORMS)'
Publication date
Field of study

Model Uncertainty for Long-Term Investors

Author: Amit Goyal
Bart F. Diris
Cong Han
Doron Avramov
Eduardo Ley
Godsill
J A Hoeting
Luc Bauwens
Michael Johannes
Nicholas Barberis
Peter Green
Ralph Koijen
Roy Hoevenaars
Shmuel Kandel
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Online Appendix for 'Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation'

Author: Amit Goyal
Bart F. Diris
Francis Diebold
Franz C. Palm
Georgios Skoulakis
Jakub Jurek
John Campbell
John Geweke
Luc Bauwens
Michael Brandt
Nicholas Barberis
Peter C. Schotman
Ralph Koijen
Shawn Ni
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Optimal Data Histories for Forecasting Correlations

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