Zobrazeno 1 - 10
of 28
pro vyhledávání: '"conditioning variables"'
Publikováno v:
Global Legitimacy Crises : Decline and Revival in Multilateral Governance, 2022, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780192856326.003.0006
Autor:
Singh, A. C., Rao, R. P.
Publikováno v:
Lecture Notes-Monograph Series, 1997 Jan 01. 32, 177-192.
Externí odkaz:
https://www.jstor.org/stable/4356016
Autor:
Frances Fischberg Blank, Carlos Patricio Samanez, Tara Keshar Nanda Baidya, Fernando Antonio Lucena Aiube
Publikováno v:
Revista Brasileira de Finanças, Vol 12, Iss 2, Pp 163-199 (2014)
The conditional CAPM is characterized by time-varying market beta. Based on state-space models approach, beta behavior can be modeled as a stochastic process dependent on conditioning variables related to business cycle and estimated using Kalman fil
Externí odkaz:
https://doaj.org/article/babb77c91a8b4f9dae2b6c0b99faee2b
Autor:
Miriam Albusac-Jorge
Music training changes the brain both anatomically and functionally, where some variables conditioning the neuroplasticity. Here is a review of them, which include recent research in the neuroscience of music field. These variables are individual dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46845c30cb7f4a39e26481d75ed8448e
https://hdl.handle.net/10481/79966
https://hdl.handle.net/10481/79966
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
Christensen, B J & van der Wel, M 2019, ' An asset pricing approach to testing general term structure models ', Journal of Financial Economics, vol. 134, no. 1, pp. 165-191 . https://doi.org/10.1016/j.jfineco.2019.03.010
Journal of Financial Economics, 134(1), 165-191. Elsevier
Christensen, B J & van der Wel, M 2019, ' An asset pricing approach to testing general term structure models ' Journal of Financial Economics . https://doi.org/10.1016/j.jfineco.2019.03.010
Journal of Financial Economics, 134(1), 165-191. Elsevier
Christensen, B J & van der Wel, M 2019, ' An asset pricing approach to testing general term structure models ' Journal of Financial Economics . https://doi.org/10.1016/j.jfineco.2019.03.010
We develop a new empirical approach to term structure analysis that allows testing for time-varying risk premiums and arbitrage opportunities in models with both unobservable factors and factors identified as the innovations to observed macroeconomic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::664516a77bb2e4cadd0889365e0666c9
https://doi.org/10.1016/j.jfineco.2019.03.010
https://doi.org/10.1016/j.jfineco.2019.03.010
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03a4e113b8783bd20c7f199889aebc34
http://www.ifs.org.uk/uploads/cemmap/wps/cwp071515.pdf
http://www.ifs.org.uk/uploads/cemmap/wps/cwp071515.pdf
Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::16a3702680111ee3ee59e41a2e0a0e4f
https://hdl.handle.net/10419/130019
https://hdl.handle.net/10419/130019