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~accessRights:"restricted"
~person:"Almeida, Caio"
~person:"Fabozzi, Frank J."
~subject:"Bond"
~subject:"Hedgefonds"
~subject:"Risikoprämie"
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Bond
Hedgefonds
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19
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11
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11
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10
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Almeida, Caio
Fabozzi, Frank J.
Zaremba, Adam
23
Gupta, Rangan
17
Demirer, Rıza
11
Long, Huaigang
10
Wohar, Mark E.
9
Ardison, Kym
8
Garcia, René
8
Bali, Turan G.
7
Wang, Junbo
7
Wang, Yudong
7
Sakemoto, Ryuta
6
Scaillet, Olivier
6
Stafylas, Dimitrios
6
Vicente, Jose
6
Bekaert, Geert
5
Bouri, Elie
5
Byrne, Joseph P.
5
Cakici, Nusret
5
Jiang, Yuexiang
5
Joenväärä, Juha
5
Kosowski, Robert L.
5
Maio, Paulo
5
Nonejad, Nima
5
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5
Qadan, Mahmoud
5
Subrahmanyam, Avanidhar
5
Todorov, Viktor
5
Umar, Zaghum
5
Wagner, Niklas F.
5
Wu, Chunchi
5
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5
Zhou, Hao
5
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4
Caglayan, Mustafa O.
4
Chernov, Mikhail
4
Drobetz, Wolfgang
4
Favero, Carlo A.
4
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4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Applied economics
1
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ECONIS (ZBW)
11
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1
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
2
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
3
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
4
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
9
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
10
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:
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