chapados's library 19 articles Export

	The informational role of open interest in futures markets [My Copy] Applied Economics Letters, Vol. 11, No. 9. (2004), pp. 569-573. by Jian Yang, David A. Bessler, Hung-Gay Fung posted to futures open-interest by chapados on 2007-06-19 18:24:33 as along with 1 person RobHayward
	A forecast comparison of volatility models: does anything beat a GARCH(1,1)? [My Copy] Journal of Applied Econometrics, Vol. 20, No. 7. (2005), pp. 873-889. by Peter R. Hansen, Asger Lunde posted to volatility-forecasting out-of-sample-tests by chapados on 2007-02-09 21:49:58 as
	A Reality Check for Data Snooping [My Copy] Econometrica, Vol. 68, No. 5. (2000), pp. 1097-1126. by Halbert White posted to out-of-sample-tests data-snooping by chapados on 2007-02-09 21:29:15 as along with 2 people ahuesler printer
	Tests of Conditional Predictive Ability [My Copy] Econometrica, Vol. 74, No. 6. (2006), pp. 1545-1578. by Raffaella Giacomini, Halbert White posted to out-of-sample-tests by chapados on 2007-02-09 21:28:32 as
	Machine Learning for Sequential Data: A Review [My Copy] In Proceedings of the Joint IAPR International Workshop on Structural, Syntactic, and Statistical Pattern Recognition (2002), pp. 15-30. by Thomas G. Dietterich posted to machine-learning sequential by chapados on 2006-09-14 01:07:57 as along with 3 people and 1 group grzegorz bundschu rlichten generif_paper
	Non-Gaussian State-Space Modeling of Nonstationary Time Series [My Copy] Journal of the American Statistical Association, Vol. 82, No. 400. (1987), pp. 1032-1041. by Genshiro Kitagawa posted to time-series by chapados on 2006-06-27 17:21:45 as along with 2 people rivadeneyra abrentnall
	A Comparison of Algorithms for Inference and Learning in Probabilistic Graphical Models [My Copy] Pattern Analysis and Machine Intelligence, IEEE Transactions on, Vol. 27, No. 9. (2005), pp. 1392-1416. by B. J. Frey, N. Jojic posted to graphical-models machine-learning by chapados on 2006-01-22 21:42:24 as along with 3 people ldietz xtizon jeonghochang
	Risk Aversion in the Small and in the Large [My Copy] by John W. Pratt posted to finance utility-function by chapados on 2006-01-03 18:09:49 as along with 2 people bettapisces tkravitz
	Approximating Expected Utility by a Function of Mean and Variance [My Copy] The American Economic Review, Vol. 69, No. 3. (1979), pp. 308-317. by H. Levy, H. M. Markowitz posted to finance utility-function by chapados on 2006-01-03 16:48:37 as
	Portfolio Optimization with Derivatives and Indifference Pricing [My Copy] In Volume on Indifference Pricing (May 2004) by Aytac Ilhan, Mattias Jonsson, Ronnie Sircar edited by R. Carmona posted to derivatives finance optimization portfolio by chapados on 2005-11-21 04:54:24 as
	Optimal Investment with Derivative Securities [My Copy] Finance & Stochastics, Vol. 9, No. 4. (2005), pp. 585-595. by Aytaç Ilhan, Mattias Jonsson, Ronnie Sircar posted to choice derivatives portfolio by chapados on 2005-11-21 04:49:19 as
	Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case [My Copy] The Review of Economics and Statistics, Vol. 51, No. 3. (1969), pp. 247-257. by Robert C. Merton posted to continuous-time finance management portfolio by chapados on 2005-11-21 03:16:19 as along with 1 person and 1 group gi0rgi0ne EntrepreneurialRisks
	Lifetime Portfolio Selection By Dynamic Stochastic Programming [My Copy] The Review of Economics and Statistics, Vol. 51, No. 3. (1969), pp. 239-246. by Paul A. Samuelson posted to finance management portfolio by chapados on 2005-11-21 03:14:56 as along with 1 person and 1 group gi0rgi0ne EntrepreneurialRisks
	The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments [My Copy] The Review of Economic Studies, Vol. 37, No. 4. (1970), pp. 537-542. by Paul A. Samuelson posted to finance management portfolio by chapados on 2005-11-21 03:13:52 as
	On Tobin's Multiperiod Portfolio Theorem [My Copy] The Review of Economic Studies, Vol. 39, No. 4. (1972), pp. 461-468. by Guy V. G. Stevens posted to finance management portfolio by chapados on 2005-11-21 03:08:00 as
	On the Optimality of Some Multiperiod Portfolio Selection Criteria [My Copy] The Journal of Business, Vol. 47, No. 2. (1974), pp. 231-243. by Edwin J. Elton, Martin J. Gruber posted to finance management portfolio by chapados on 2005-11-21 03:02:36 as
	Optimal Multiperiod Portfolio Policies [My Copy] The Journal of Business, Vol. 41, No. 2. (1968), pp. 215-229. by Jan Mossin posted to finance management portfolio by chapados on 2005-11-21 02:44:17 as
	Dynamic Nonmyopic Portfolio Behavior [My Copy] The Review of Financial Studies, Vol. 9, No. 1. (Spring 1996), pp. 141-161. by Tong S. Kim, Edward Omberg edited by Chi-Fu Huang posted to choice finance function hara portfolio utility by chapados on 2005-11-15 19:47:31 as
	On the foundation of performance measures under asymmetric returns [My Copy] Quantitative Finance, Vol. 2, No. 3. (2002), pp. 217-223. by Christian S. Pedersen, Stephen E. Satchell posted to finance investment measure performance by chapados on 2005-11-15 15:32:25 as

Note: You may cite this page as: http://www.citeulike.org/user/chapados

finance	11
portfolio	9
management	6
out-of-sample-tests	3
choice	2
machine-learning	2
derivatives	2
utility-function	2
continuous-time	1
volatility-forecasting	1
function	1
sequential	1
optimization	1
measure	1
utility	1
data-snooping	1
graphical-models	1
performance	1
futures	1
time-series	1
investment	1
open-interest	1
hara	1

chapados's library 19 articles Export

chapados's tags