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subject:"Announcement effect"
~isPartOf:"Applied economics"
~isPartOf:"The review of financial studies"
~person:"Rossi, Alberto"
~subject:"Portfolio-Management"
~subject:"Risk premium"
~subject:"Welt"
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Rossi, Alberto
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The review of financial studies
Management science : journal of the Institute for Operations Research and the Management Sciences
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Gargano, Antonio
;
Rossi, Alberto
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4595-4649
Persistent link: https://www.econbiz.de/10012005213
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Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
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