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type:"article"
~person:"Kraft, Holger"
~person:"Zaremba, Adam"
~subject:"Return predictability"
~subject:"Risk premium"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio performance"
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Return predictability
Risk premium
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Portfolio selection
59
Portfolio-Management
59
Capital income
33
Kapitaleinkommen
33
Estimation
27
Schätzung
27
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25
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17
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asset pricing
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return predictability
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English
31
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Kraft, Holger
Zaremba, Adam
Fabozzi, Frank J.
42
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
18
Wang, Ruodu
18
Gollier, Christian
17
Liang, Zongxia
17
Post, Thierry
17
Wong, Hoi Ying
17
Jarrow, Robert A.
16
Li, Zhongfei
16
Platen, Eckhard
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Levy, Haim
15
Lioui, Abraham
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cui, Xiangyu
14
Koo, Hyeng-keun
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Zhou, Guofu
14
Kwon, Roy H.
13
Sass, Jörn
13
Zeng, Yan
13
Bernard, Carole
12
Dai, Min
12
Guerard, John Baynard
12
Guidolin, Massimo
12
Kim, Woo Chang
12
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12
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Journal of economic dynamics & control
4
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3
Economic modelling
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of banking & finance
2
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2
Research in international business and finance
2
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International journal of finance & economics : IJFE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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ECONIS (ZBW)
31
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1
Non-standard errors in the cryptocurrency world
Fieberg, Christian
;
Günther, Steffen
;
Poddig, Thorsten
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
Saved in:
2
Beyond traditional financial asset classes : the demand for infrastructure in a multi-period asset allocation framework
Umar, Zaghum
;
Zaremba, Adam
;
Gull, Ammar Ali
;
Sokolova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2581-2592
Persistent link: https://www.econbiz.de/10014635143
Saved in:
3
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
4
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
5
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
6
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
7
Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet
;
Yargı, Seher Gören
;
Zaremba, Adam
- In:
Research in international business and finance
65
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014434054
Saved in:
8
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
9
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
10
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
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