Browsing All of EconStor by Author Hlouskova, Jaroslava

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2001 Legal restrictions on portfolio holdings: Some empirical resultsHlouskova, Jaroslava; Lee, Gabriel S.
2007 The performance of panel cointegration methods: Results from a large scale simulation studyWagner, Martin; Hlouskova, Jaroslava
2007 An integrated CVaR and real options approach to investments in the energy sectorFortin, Ines; Fuss, Sabine; Hlouskova, Jaroslava; Khabarov, Nikolay; Obersteiner, Michael; Szolgayova, Jana
2009 Finite sample correction factors for panel cointegration testsHlouskova, Jaroslava; Wagner, Martin
2009 Growth regressions, principal components and frequentist model averagingWagner, Martin; Hlouskova, Jaroslava
2010 Optimal asset allocation under linear loss aversionFortin, Ines; Hlouskova, Jaroslava
2012 Optimal asset allocation under quadratic loss aversionFortin, Ines; Hlouskova, Jaroslava
2012 What does it take for a specific prospect theory type household to engage in risky investment?Hlouskova, Jaroslava; Tsigaris, Panagiotis
2012 Capital income taxation and risk taking under prospect theoryHlouskova, Jaroslava; Tsigaris, Panagiotis
2013 The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple ApproachHlouskova, Jaroslava; Wagner, Martin
2014 Can macroeconomists get rich forecasting exchange rates?Costantini, Mauro; Crespo Cuaresma, Jesus; Hlouskova, Jaroslava
2015 GMM estimation of affine term structure modelsHlouskova, Jaroslava; Sögner, Leopold
2016 The consumption-investment decision of a prospect theory household: A two-period modelFortin, Ines; Hlouskova, Jaroslava; Tsigaris, Panagiotis
2017 Exchange rate forecasting and the performance of currency portfoliosCrespo Cuaresma, Jesus; Fortin, Ines; Hlouskova, Jaroslava
2018 The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference levelHlouskova, Jaroslava; Fortin, Ines; Tsigaris, Panagiotis