Elliot Beck
Personal Details
First Name: | Elliot |
Middle Name: | |
Last Name: | Beck |
Suffix: | |
RePEc Short-ID: | pbe1370 |
[This author has chosen not to make the email address public] | |
https://www.phd-finance.uzh.ch/en/People/phd-candidates/elliot-beck.html | |
Affiliation
(50%) Institut für Banking und Finance (Institut für Schweizerisches Bankwesen)
Wirtschaftswissenschaftliche Fakutält
Universität Zürich
Zürich, Switzerlandhttp://www.bf.uzh.ch/
RePEc:edi:isbzhch (more details at EDIRC)
(50%) Schweizerische Nationalbank (SNB)
Bern/Zürich, Switzerlandhttp://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Elliot Beck & Damian Kozbur & Michael Wolf, 2023. "Hedging Forecast Combinations With an Application to the Random Forest," Papers 2308.15384, arXiv.org, revised Aug 2023.
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023.
"Improved inference in financial factor models,"
ECON - Working Papers
430, Department of Economics - University of Zurich.
- Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023. "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
Articles
- Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023.
"Improved inference in financial factor models,"
International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023.
"Improved inference in financial factor models,"
ECON - Working Papers
430, Department of Economics - University of Zurich.
- Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023. "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
Cited by:
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023.
"Factor mimicking portfolios for climate risk,"
ECON - Working Papers
429, Department of Economics - University of Zurich, revised Mar 2024.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024. "Factor-Mimicking Portfolios for Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
Articles
- Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023.
"Improved inference in financial factor models,"
International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2023-04-10 2023-10-02. Author is listed
- NEP-ETS: Econometric Time Series (1) 2023-04-10. Author is listed
- NEP-FOR: Forecasting (1) 2023-10-02. Author is listed
- NEP-RMG: Risk Management (1) 2023-10-02. Author is listed
Corrections
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