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Birger Nilsson
Birger Nilsson
Docent, Nationalekonomi, Lunds universitet
Verified email at nek.lu.se - Homepage
Title
Cited by
Cited by
Year
Dynamic portfolio selection: the relevance of switching regimes and investment horizon
A Graflund, B Nilsson
European Financial Management 9 (2), 179-200, 2003
562003
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
482013
Predictable non-linearities in US inflation
JM Binner, CT Elger, B Nilsson, JA Tepper
Economics Letters 93 (3), 323-328, 2006
472006
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
322006
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
272004
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
192008
Does commonality in illiquidity matter to investors?
RG Anderson, JM Binner, B Hagströmer, B Nilsson
Birmingham Business School Discussion Paper Series, 2015
142015
International asset pricing and the benefits from world market diversification
B Nilsson
Working Paper, 2002
142002
Inflation forecasting, relative price variability and skewness
JM Binner, T Elger, BE Jones, B Nilsson
Applied Economics Letters 17 (6), 593-596, 2010
52010
Dynamics in systematic liquidity
B Hagströmer, RG Anderson, JM Binner, B Nilsson
FRB of St. Louis Working Paper No, 2009
22009
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
12012
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
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