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subject:"Portfolio-Management"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Caporin, Massimiliano"
~person:"Wagner, Niklas F."
~subject:"Aktienindex"
~subject:"Extreme returns"
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Portfolio-Management
Aktienindex
Extreme returns
Portfolio selection
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Risiko
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Risikomanagement
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Risikomaß
2
Risikoprämie
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Risk
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Risk management
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Risk measure
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Risk premium
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Ausreißer
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CDS risk factors
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Capital income
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Credit derivative
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Estimation
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Faktorenanalyse
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Intraday returns
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Multilevel factor models
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Caporin, Massimiliano
Wagner, Niklas F.
Harris, Richard D. F.
2
Athanasoulis, Stefano
1
Bekaert, Geert
1
Berlinger, Edina
1
Buchner, Axel
1
Chiang, Thomas C.
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Chinthalapati, V. L. Raju
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Clark, Ephraim
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Dai, Yingtong
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Dobrynskaja, V. V.
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Hammoudeh, Shawkat
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Li, Huimin
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Luo, Di
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McGroarty, Frank
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Mishra, Tapas
1
Mitra, Sovan
1
Morelli, David
1
Nguyen, Linh
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Riedel, Christoph
1
Rodríguez-Caballero, Carlos Vladimir
1
Santos, Paulo Araújo
1
Sarafrazi, Soodabeh
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Sarwar, Ghulam
1
Stoja, Evarist
1
Yarovaya, Larisa
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Journal of international financial markets, institutions & money
Energy economics
2
Abacus : a journal of accounting, finance and business studies
1
Applied economics
1
Finance research letters
1
Journal of empirical finance
1
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
2
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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