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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~institution:"European University Institute / Department of Law"
~institution:"Institut für Weltwirtschaft"
~institution:"Institute of Finance and Accounting <London>"
~subject:"Investment"
~subject:"Volatilität"
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Investment
Volatilität
Theorie
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Theory
218
Portfolio selection
23
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23
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Johnson, Timothy C.
4
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European University Institute / Department of Law
Institut für Weltwirtschaft
Institute of Finance and Accounting <London>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Rodney L. White Center for Financial Research
11
Forschungsinstitut zur Zukunft der Arbeit
8
Internationaler Währungsfonds / Research Department
8
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8
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7
European University Institute / Department of Economics
6
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6
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5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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5
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5
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4
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4
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4
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4
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4
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3
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3
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3
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2
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2
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ECONIS (ZBW)
15
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1
Detecting propagation effects by observing aggregate distributions : the case of Lumpy investments
Guiso, Luigi
;
Lai, Chaoqun
;
Nirei, Makoto
-
2011
Persistent link: https://www.econbiz.de/10009238665
Saved in:
2
The volatility costs of procyclical lending standards : an assessment using a DSGE model
Gruss, Bertrand
;
Sgherri, Silvia
-
2009
Persistent link: https://www.econbiz.de/10003826881
Saved in:
3
Illiquidity and under-valuation of firms
Gale, Douglas
;
Gottardi, Piero
-
2009
Persistent link: https://www.econbiz.de/10003897231
Saved in:
4
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
5
Equilibrium asset prices under imperfect corporate control
Dow, James
(
contributor
);
Gorton, Gary
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944164
Saved in:
6
The integration of imperfect financial markets : implications for business cycle volatility
Buch, Claudia M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749146
Saved in:
7
Rational exuberance or overinvestment as an optimal adaptive control
Johnson, Timothy C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001762077
Saved in:
8
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
9
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
10
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
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