Michael Hanke - Publications, H-index & Citations

Michael Hanke

university of liechtenstein

16H指数

96论文数

795被引数

收录论文 8

发表时间

Lost in Translation? Risk-Adjusting RMSE for Economic Forecast Performance 翻译的偏差？经济预测表现的风险调整RMSE

Journal of Forecasting

IF2.7

2026-04-13

OAAI

Lukas Salcher; Sebastian Stöckl; Michael Hanke

Recovering election winner probabilities from stock prices

FINANCE RESEARCH LETTERS

IF6.9

2022-03-01

OAAI

Hanke, Michael; Stockl, Sebastian; Weissensteiner, Alex

Political event portfolios

JOURNAL OF BANKING & FINANCE

IF3.8

2020-09-01

PREAI

Hanke, Michael; Stockl, Sebastian; Weissensteiner, Alex

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-08-20

OAAI

Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex

Comparing large-sample maximum Sharpe ratios and incremental variable testing

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2018-03-01

OAAI

Hanke, Michael; Penev, Spiridon

Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2017-12-01

OAAI

Hanke, Michael; Penev, Spiridon; Schief, Wolfgang; Weissensteiner, Alex

No-arbitrage bounds for financial scenarios

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2014-07-01

OAAI

Geyer, Alois; Hanke, Michael; Weissensteiner, Alex

No-arbitrage conditions, scenario trees, and multi-asset financial optimization 无套利条件、场景树与多资产金融优化

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2010-11-01

PREAI

Geyer, Alois; Hanke, Michael; Weissensteiner, Alex

研究方向