Dynamic portfolio selection: the relevance of switching regimes and investment horizon A Graflund, B Nilsson European Financial Management 9 (2), 179-200, 2003 | 56 | 2003 |
The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010 B Hagströmer, B Hansson, B Nilsson Journal of Banking & Finance 37 (11), 4476-4487, 2013 | 48 | 2013 |
Predictable non-linearities in US inflation JM Binner, CT Elger, B Nilsson, JA Tepper Economics Letters 93 (3), 323-328, 2006 | 47 | 2006 |
Forecasting with monetary aggregates: recent evidence for the United States T Elger, BE Jones, B Nilsson Journal of Economics and Business 58 (5-6), 428-446, 2006 | 32 | 2006 |
Tools for non-linear time series forecasting in economics - An empirical comparison of regime switching vector autoregressive models and recurrent neural networks JM Binner, T Elger, B Nilsson Applications Of Artificial Intelligence In Finance And Economics 19, 71-91, 2004 | 27 | 2004 |
Mean–variance versus full‐scale optimization: broad evidence for the uk B Hagströmer, RG Anderson, JM Binner, T Elger, B Nilsson The Manchester School 76, 134-156, 2008 | 19 | 2008 |
Does commonality in illiquidity matter to investors? RG Anderson, JM Binner, B Hagströmer, B Nilsson Birmingham Business School Discussion Paper Series, 2015 | 14 | 2015 |
International asset pricing and the benefits from world market diversification B Nilsson Working Paper, 2002 | 14 | 2002 |
Inflation forecasting, relative price variability and skewness JM Binner, T Elger, BE Jones, B Nilsson Applied Economics Letters 17 (6), 593-596, 2010 | 5 | 2010 |
Dynamics in systematic liquidity B Hagströmer, RG Anderson, JM Binner, B Nilsson FRB of St. Louis Working Paper No, 2009 | 2 | 2009 |
New York Mark‐Ups On Petroleum Products S Wlazlowski, B Nilsson, J Binner, M Giulietti, N Joseph The Manchester School 80 (2), 145-171, 2012 | 1 | 2012 |
Measuring Equity Market Liquidity with High Frequency Trading Data RG Anderson, JM Binner, B Hagstromer, B Nilsson Handbook of High Frequency Trading, 197-214, 2015 | | 2015 |
Portfolio choice via mean-variance analysis and utility maximisation: Comparison and assessment B Hagstromer, RG Anderson, JM Binner, T Elger, B Nilsson Manchester School 76, 134-156, 2008 | | 2008 |
International Asset Pricing, Diversification and Links Between National Stock Markets B Nilsson Lund Economic Studies, 2002 | | 2002 |
Forecasting volatility states and active portfolio strategies B Nilsson, M Persson | | 2002 |