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DateTitle Authors
2013 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix / Kempf, Alexander / Korn, Olaf
2006 The portfolio choices of Hispanic couplesCobb-Clark, Deborah A. / Hildebrand, Vincent A.
2009 Modelling and forecasting liquidity supply using semiparametric factor dynamicsHärdle, Wolfgang Karl / Hautsch, Nikolaus / Mihoci, Andrija
2009 Is cross-category brand loyalty determined by risk aversion?Silberhorn, Nadja / Hildebrandt, Lutz
2011 Regulating Asset Price RiskBacchetta, Philippe / Tille, Cédric / van Wincoop, Eric
2009 Portfolio diversification: an experimental studyGubaydullina, Zulia / Spiwoks, Markus
2008 Investment, Resolution of Risk, and the Role of Affectvan Winden, Frans / Krawczyk, Michal / Hopfensitz, Astrid
2008 Model Averaging in Risk Management with an Application to Futures MarketsPesaran, Mohammad Hashem / Schleicher, Christoph / Zaffaroni, Paolo
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and VolatilityCakmakli, Cem / van Dijk, Dick

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