Items where Author is "Haerdle, Wolfgang"

Journal Article

Haerdle, Wolfgang and Lee Kuo Chuen, David and Nasekin, Sergey and Petukhina, Alla (2018) Tail Event Driven ASset allocation : evidence from equity and mutual funds’ markets. Journal of Asset Management, 19 (1). pp. 49-63. ISSN 1470-8272

Grith, Maria and Haerdle, Wolfgang and Park, Juhyun (2013) Shape invariant modeling of pricing kernels and risk aversion. Journal of Financial Econometrics, 11 (2). pp. 370-399. ISSN 1479-8417