Results for Portfolio choice

Publications & Outputs

1. Essays on High Frequency Financial Econometrics: (Co)Jumps, Aggregation, Asymmetry and Measurement Error

   Hizmeri, R., 2021, Lancaster University. 273 p.

   Research output: Thesis › Doctoral Thesis

2. Flexible distribution functions, higher-order preferences and optimal portfolio allocation

   Niguez, T-M., Paya, I., Peel, D. A. & Perote, J., 1/04/2019, In: Quantitative Finance. 19, 4, p. 699-703 5 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

3. Pure higher-order effects in the portfolio choice model

   Niguez, T-M., Paya, I. & Peel, D. A., 11/2016, In: Finance Research Letters. 19, p. 255-260 6 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. Wealth fluctuations and investment in risky assets: the UK micro evidence on households asset allocation

   Paya, I. & Wang, P., 09/2016, In: Journal of Empirical Finance. 38, Part A, p. 221-235 15 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

5. Size matters: optimal calibration of shrinkage estimators for portfolio selection

   DeMiguel, V., Martin Utrera, A. & Nogales, F. J., 08/2013, In: Journal of Banking and Finance. 37, 8, p. 3018-3034 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review