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subject:"Announcement effect"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~person:"Fabozzi, Frank J."
~person:"Ferson, Wayne E."
~subject:"Portfolio-Management"
~subject:"Risk premium"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
Portfolio-Management
Risk premium
Capital income
4
Kapitaleinkommen
4
Portfolio selection
3
Theorie
3
Theory
3
CAPM
2
Investment Fund
2
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Performance measurement
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Performance-Messung
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Discounting
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Diskontierung
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Equity premium puzzle
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Equity-Premium-Puzzle
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Estimation
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Euler equation
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Portfolio performance evaluation
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blindfolded monkey
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consumption-based asset pricing model
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Fabozzi, Frank J.
Ferson, Wayne E.
Bali, Turan G.
5
Bollerslev, Tim
5
Zaremba, Adam
5
Atilgan, Yigit
4
Fama, Eugene F.
4
French, Kenneth Ronald
4
Grobys, Klaus
4
Pedersen, Lasse Heje
4
Todorov, Viktor
4
Demirtas, K. Ozgur
3
Harvey, Campbell R.
3
Hernandez, Jose Arreola
3
Karolyi, G. Andrew
3
Khang, Kenneth
3
Moskowitz, Tobias J.
3
Nartea, Gilbert V.
3
Novy-Marx, Robert
3
Starks, Laura T.
3
Timmermann, Allan
3
Yu, Jianfeng
3
Zhou, Guofu
3
Ai, Hengjie
2
Ang, Andrew
2
Bakshi, Gurdip S.
2
Baltussen, Guido
2
Barroso, Pedro
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Bessembinder, Hendrik
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Bonaparte, Yosef
2
Boons, Martijn
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Brown, Stephen J.
2
Cheema, Muhammad A.
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Chen, Joseph
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Christoffersen, Peter F.
2
Cooper, Michael J.
2
Eraker, Bjørn
2
Ermolov, Andrey
2
Gonçalves, Andrei S.
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Gunaydin, A. Doruk
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Applied economics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
6
NBER working paper series
4
Financial markets and asset pricing
2
Journal of banking & finance
2
Analytical models for financial modeling and risk management
1
Applied financial economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
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Financial markets and instruments
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International journal of finance & economics : IJFE
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International review of financial analysis
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Investment performance measurement : evaluating and presenting results
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Journal of political economy
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NBER Working Paper
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Optimizing optimization : the next generation of optimization applications and theory
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Research in finance
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Frank J. Fabozzi series
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The journal of asset management
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The journal of portfolio management : JPM
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The review of financial studies
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ECONIS (ZBW)
4
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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
2
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
3
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
4
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 249-282
Persistent link: https://www.econbiz.de/10001693006
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