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Number of items: 8.

Haug, Jorgen; Hens, Thorsten; Woehrmann, Peter (2013). Risk aversion in the large and in the small. Economics Letters, 118(2):310-313.

Hens, Thorsten; Gerber, Anke; Woehrmann, Peter (2010). Dynamic general equilibrium and T-period fund separation. Journal of Financial and Quantitative Analysis, 45(2):369-400.

Daniel, Gilles; Sornette, Didier; Woehrmann, Peter (2009). Look-ahead benchmark bias in portfolio performance evaluation. Journal of Portfolio Management, 36(1):121-130.

Bachmann, Kremena; Woehrmann, Peter (2009). Optimal Guidance by Central Banks. NCCR 242, University of Zurich.

Woehrmann, Peter; Hens, Thorsten (2007). Strategic asset allocation and market timing: a reinforcement learning approach. Computational Economics, 29(3-4):369-381.

Bachmann, Kremena; Woehrmann, Peter (2007). Managerial Guidance and Analysts' Underreaction. NCCR 418, University of Zurich.

Woehrmann, Peter (2005). A dynamic model of the financial-real interaction as a model selection criterion for nonparametric stock market prediction. Working paper series / Institute for Empirical Research in Economics No. 226, University of Zurich.

Woehrmann, Peter; Semmler, Willi; Lettau, Martin (2005). Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models. Working paper series / Institute for Empirical Research in Economics No. 225, University of Zurich.

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