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isPartOf:"MPRA Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"appreciation"
~subject:"volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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CAPM
appreciation
volatility
Volatility
73
Volatilität
73
Capital income
30
Kapitaleinkommen
30
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
22
Option pricing theory
20
Optionspreistheorie
20
Risiko
18
Risk
18
Theorie
18
Theory
18
Risikoprämie
17
Risk premium
17
Option trading
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Optionsgeschäft
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Forecasting model
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Stochastic process
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Yield curve
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Portfolio selection
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asset pricing
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Stock market
6
ARCH model
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ARCH-Modell
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Business cycle
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Capital market returns
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Derivat
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Derivative
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25
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Aufsatz in Zeitschrift
Article in journal
25
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English
25
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Christoffersen, Peter F.
2
Hasler, Michael
2
Ai, Hengjie
1
Andrei, Daniel
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bekaert, Geert
1
Bikbov, Ruslan
1
Carlin, Bruce Ian
1
Cenesizoglu, Tolga
1
Chen, Zhanhui
1
Chernov, Mikhail
1
Chordia, Tarun
1
Cooper, Ilan
1
Dai, Min
1
Du, Du
1
Ehling, Paul
1
Elkamhi, Redouane
1
Engstrom, Eric
1
Fisman, Raymond
1
Fu, Yuming
1
Gao, Xiaohui
1
Heston, Steven L.
1
Hovakimian, Armen
1
Hu, Jianfeng
1
Huang, Wei
1
Jacobs, Kris
1
Jin, Hanqing
1
Joslin, Scott
1
Jouini, Elyès
1
Khapko, Mariana
1
Kiku, Dana
1
Kou, Steven
1
Le, Anh
1
Li, Erica X. N.
1
Li, Haitao
1
Li, Tao
1
Li, Yan
1
Liu, Yunting
1
Lof, Matthijs
1
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MPRA Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of risk and financial management : JRFM
49
Journal of financial economics
44
Applied economics
42
Journal of banking & finance
31
Journal of empirical finance
26
Journal of econometrics
24
Finance research letters
23
International review of economics & finance : IREF
21
Cogent economics & finance
20
International journal of finance & economics : IJFE
20
Investment management and financial innovations
20
Journal of economic dynamics & control
20
Risks : open access journal
20
The European journal of finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International review of financial analysis
18
International journal of economics and finance
17
International journal of theoretical and applied finance
17
Applied economics letters
16
The review of financial studies
16
Economic modelling
15
The North American journal of economics and finance : a journal of financial economics studies
15
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Applied financial economics
12
Economics letters
12
Journal of financial econometrics
12
Research in international business and finance
12
International economic journal
11
International journal of financial research
11
Journal of emerging market finance
11
Quantitative finance and economics
11
The journal of finance : the journal of the American Finance Association
11
Emerging markets, finance and trade : EMFT
10
International Journal of Financial Studies : open access journal
10
Journal of financial markets
10
Journal of international financial markets, institutions & money
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Pacific-Basin finance journal
10
The journal of asset management
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ECONIS (ZBW)
25
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1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
Superstition and risk taking : evidence from "zodiac year" beliefs in China
Fisman, Raymond
;
Huang, Wei
;
Ning, Bo
;
Pan, Yue
;
Qiu, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5174-5188
Persistent link: https://www.econbiz.de/10014392900
Saved in:
3
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
4
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
5
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
6
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
7
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
8
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
9
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
10
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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