| Forecasting with Bayesian vector autoregressions estimated using professional forecasts C Frey, F Mokinski Journal of Applied Econometrics 31 (6), 1083-1099, 2016 | 17 | 2016 |
| Bayesian shrinkage of portfolio weights C Frey, W Pohlmeier Available at SSRN 2730475, 2016 | 6 | 2016 |
| Bayesian sequential stock return prediction through copulas A Virbickaitė, C Frey, DN Macedo The Journal of Economic Asymmetries 22, e00173, 2020 | 2 | 2020 |
| Shrinkage estimation in risk parity portfolios N Alkafri, C Frey Available at SSRN 3958710, 2021 | 1 | 2021 |
| Three Essays on Bayesian Shrinkage Methods C Frey | 1 | 2017 |
| Posterior Inference for Portfolio Weights C Frey, S Voigt, W Pohlmeier SSRN Electronic Journal. DOI 10, 2016 | 1 | 2016 |
| Bayesian Regularization of Portfolio Weights C Frey, W Pohlmeierb Tech. rep., Department of Economics, University of Konstanz, 2015 | 1 | 2015 |
| Bayesian Regularization of Portfolio Weights C Frey, W Pohlmeierb Tech. rep., Department of Economics, University of Konstanz, 2015 | 1 | 2015 |
| Sequential Stock Return Prediction Through Copulas A Virbickaite, C Frey, DN Macedo DEA Working Papers, 2019 | | 2019 |
| Global Portfolio Diversification from a Eurozone Investor’s Perspective WT Watson, R Chen, G de Lange, C Frey | | 2017 |
| Bayesian Techniques in Portfolio Selection: Theory and Empirical Evidence C Frey Verlag nicht ermittelbar, 2013 | | 2013 |
| Tidy Finance with Python C Frey, C Scheuch, S Voigt, P Weiss Chapman and Hall/CRC, 0 | | |
Winfried PohlmeierProfessor of Economics and Econometrics, University of KonstanzVerified email at uni-konstanz.de
