What exactly should we be optimising? : Criterion risk in multicomponent and multimodel forecasting

von Burgess, Andrew Neil
Veröffentlicht in Developments in forecast combination and portfolio choice (2001)

A meta-parameter approach to the construction of forecasting models for trading systems

von Towers, Neville
Veröffentlicht in Developments in forecast combination and portfolio choice (2001)

Comment on W. Brian Arthur et al.'s paper: Asset pricing under endogenous expectations in an artificial stock market

von Refenes, Apostolos-Paul
Veröffentlicht in Economic notes (1997)

Using illiquid option prices to recover probability distributions

von Miranda, Fernando González
Veröffentlicht 1998