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DateTitle Authors
2011 Portfolio optimization using forward-looking informationKempf, Alexander / Korn, Olaf / Saßning, Sven
2010 Projected earnings accuracy and the profitability of stock recommendationsHess, Dieter E. / Kreutzmann, Daniel / Pucker, Oliver
2009 Combination of multivariate volatility forecastsAmendola, Alessandra / Storti, Giuseppe
2011 The merit of high-frequency data in portfolio allocationHautsch, Nikolaus / Kyj, Lada M. / Malec, Peter
2009 Modelling asymmetric dependence using copula functions: An application to value-at-risk in the energy sectorBastianin, Andrea
2010 Deriving the term structure of banking crisis risk with a compound option approach: The case of KazakhstanEichler, Stefan / Karmann, Alexander / Maltritz, Dominik
2011 The merit of high-frequency data in portfolio allocationHautsch, Nikolaus / Kyj, Lada M. / Malec, Peter
2010 The predictive accuracy of credit ratings: measurement and statistical inferenceOrth, Walter
2011 Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias testHess, Dieter / Orbe, Sebastian
2011 Multi-period credit default prediction with time-varying covariatesOrth, Walter

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