Program > Program by author > Nolte Ingmar
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Factor Timing with Portfolio Characteristics
Nikolaos Vasilas, Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte
sciencesconf.org:qffe2022:390977 |
Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times
Yifan Li, Ingmar Nolte, Sandra Nolte, Shifan Yu
sciencesconf.org:qffe2022:391055 |
Direct Portfolio Weight Estimator: Mitigating Specification Risk with Realized Utility
Ekaterina Kazak, Yifan Li, Ingmar Nolte, Sandra Nolte
sciencesconf.org:qffe2022:395615 |
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