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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~person:"Pesaran, M. Hashem"
~person:"Thomas, Stephen"
~person:"Yamagata, Takashi"
~subject:"Capital income"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Capital income
Forecasting model
Estimation
2
Kapitaleinkommen
2
Schätzung
2
1989-2011
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
CAPM
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Growth investing
1
International equity
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Portfolio selection
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Portfolio-Management
1
Relative momentum
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Risiko
1
Risk
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Share price
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Statistical test
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Statistischer Test
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Stock market
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Tail risk
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Time series analysis
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Trend following
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USA
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United States
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Value investing
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Welt
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World
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Arbeitspapier
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Pesaran, M. Hashem
Thomas, Stephen
Yamagata, Takashi
Smith, Peter N.
3
Wickens, Michael R.
3
Coroneo, Laura
2
Harris, Richard D. F.
2
Iacone, Fabrizio
2
Parker, Jonathan A.
2
Tzavalis, Elias
2
Bulkley, George
1
Charemza, Wojciech
1
Clare, Andrew D.
1
Julliard, Christian
1
Karanikas, Evangelos
1
Kostakis, Alexandros
1
Monteiro, Paulo Santos
1
Ono, Sadayuki
1
Orszag, Jonathan Michael
1
Paccagnini, Alessia
1
Sanchez-Valle, René
1
Seaton, James
1
Shields, Kalvinder K.
1
Sorensen, S.
1
Sorensen, Steffen
1
Zalewska-Mitura, Anna
1
Zerilli, Paola
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Discussion papers in economics
CESifo working papers
7
DAE working paper
6
Cambridge working papers in economics
5
DNB working paper
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper in financial economics : FE
1
Discussion paper series / IZA
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Discussion paper series / LSE Financial Markets Group
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Working paper
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ECONIS (ZBW)
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
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2
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
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