Suchergebnisse

Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns

In: Economics letters, Band 235, S. 111531

ISSN: 0165-1765

Optimal COVID Restrictions

Econometric Identification of the Attainable Maximal Sharpe Ratio by Optimal Shrinkage of the Cross-Section of Asset Returns

Banking Sector Consolidation and Corporate Financial Policies

In: Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-15

Banking Sector Consolidation, Banking Relationships and Corporate Financial Policies

In: CORFIN-D-24-00915

Predictability and 'good deals' in currency markets

In: International journal of forecasting, Band 31, Heft 2, S. 454-472

ISSN: 0169-2070

GMM-Based Tests of Efficient Market Learning and an Application to Testing for a Small Firm Effect in Equity Pricing

What Drives Currency Predictability?

Predictability and 'Good Deals' in Currency Markets

In: NBER Working Paper No. w14597

Option-Implied Physical Distributions

In: Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 24-6

Commodity Pricing: Time-Varying Discount Rates vs. Investors' Heterogeneity

Bubbles Talk: Narrative Augmented Bubble Prediction

In: Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-5

Commodity Pricing: Time-Varying Discount Rates vs. Investors' Heterogeneity

In: Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-3

Revisiting The Hunt Brothers Case

In: Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-3

Shall the winning last? A Study of Recent Bubbles and Persistence