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1.
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The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the[...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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This paper deals with the estimation of the risk-return trade-off. We use a MIDAS model for the conditional variance and allow for possible switches in the risk-return re[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
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This paper deals with the estimation of the risk-return trade-off. We use a MIDAS model for the conditional variance and allow for possible switches in the risk-return re[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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