Frank Nielsen

发表

Best practices for investment risk management

J. Bender, Frank Nielsen, 2010 .

HO RIZO N Macroeconomic Factors in a Fundamental World

Y. Liu, D. Melas, J. Bender, 2007 .

In Search of Global Diversification — Developed and Emerging Markets | June 2006

Frank Nielsen, A. Puchkov, 2006 .

Comparing the Zeta Distributions with the Pareto Distributions from the Viewpoint of Information Theory and Information Geometry: Discrete versus Continuous Exponential Families of Power Laws

Frank Nielsen, 2022, MaxEnt 2022.

Long-run dependencies in return volatility and trading volume

Frank Nielsen, 2009 .

Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching

Niels Haldrup, Morten Ørregaard Nielsen, M. Nielsen, 2007 .

Earnings Quality Revisited

J. Bender, Frank Nielsen, 2013, The Journal of Portfolio Management.

Globalization of Equity Policy Portfolios, October 2009

Frank Nielsen, R. Subramanian, Giacomo Fachinotti, 2009 .

Some Like It Hot: The Role of Very Active Mandates across Equity Segments in a Core–Satellite Structure

Frank Nielsen, Xiaowei Kang, Giacomo Fachinotti, 2012, The Journal of Investing.

Local Whittle estimation of multi‐variate fractionally integrated processes

Frank Nielsen, 2011 .

Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood

P. Frederiksen, Frank Nielsen, 2008 .