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Christoph Frey
Christoph Frey
Lancaster Management University
Bestätigte E-Mail-Adresse bei uni-konstanz.de - Startseite
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Zitiert von
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Jahr
Forecasting with Bayesian vector autoregressions estimated using professional forecasts
C Frey, F Mokinski
Journal of Applied Econometrics 31 (6), 1083-1099, 2016
142016
Bayesian Shrinkage of Portfolio Weights
C Frey, W Pohlmeier
Available at SSRN 2730475, 2016
42016
Three Essays on Bayesian Shrinkage Methods
C Frey
12017
Shrinkage Estimation in Risk Parity Portfolios
N Alkafri, C Frey
Available at SSRN 3958710, 2021
2021
Bayesian sequential stock return prediction through copulas
A Virbickaitė, C Frey, DN Macedo
The Journal of Economic Asymmetries 22, e00173, 2020
2020
Sequential Stock Return Prediction Through Copulas
A Virbickaite, C Frey, DN Macedo
DEA Working Papers, 2019
2019
Global Portfolio Diversification from a Eurozone Investor’s Perspective
WT Watson, R Chen, G de Lange, C Frey
2017
Posterior Inference for Portfolio Weights
C Frey, S Voigt, W Pohlmeier
Available at SSRN 2730571, 2016
2016
Bayesian Regularization of Portfolio Weights
C Frey, W Pohlmeierb
Tech. rep., Department of Economics, University of Konstanz, 2015
2015
Bayesian Regularization of Portfolio Weights
C Frey, W Pohlmeierb
Tech. rep., Department of Economics, University of Konstanz, 2015
2015
Bayesian Techniques in Portfolio Selection: Theory and Empirical Evidence
C Frey
Verlag nicht ermittelbar, 2013
2013
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