//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Grobys, Klaus"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"USA"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Portfolio-Management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
USA
Welt
Portfolio selection
12
Portfolio-Management
12
Capital income
11
Kapitaleinkommen
11
Aktienmarkt
9
Stock market
9
Anlageverhalten
5
Behavioural finance
5
Börsenkurs
5
CAPM
5
Estimation
5
Schätzung
5
Share price
5
Asset pricing
4
Financial crisis
4
Finanzkrise
4
World
4
Volatility
3
Volatilität
3
momentum
3
ARCH model
2
Devisenmarkt
2
Foreign exchange market
2
Industry momentum
2
International financial market
2
Internationaler Finanzmarkt
2
Nordeuropa
2
Northern Europe
2
Optionality effect
2
Risikoprämie
2
Risk factors
2
Risk premium
2
Spillover effect
2
Spillover-Effekt
2
Volatility spillovers
2
financial crisis
2
momentum crash
2
value
2
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Grobys, Klaus
Kang, Sang Hoon
15
Mensi, Walid
13
Zaremba, Adam
13
Tiwari, Aviral Kumar
12
Bouri, Elie
11
Hammoudeh, Shawkat
11
Engle, Robert F.
9
Yoon, Seong-min
9
Fabozzi, Frank J.
8
Ledoit, Olivier
8
Wolf, Michael
8
Guerard, John Baynard
7
Maitra, Debasish
7
Shahzad, Syed Jawad Hussain
7
Xuan Vinh Vo
7
De Nard, Gianluca
6
Kelly, Bryan T.
6
Pedersen, Lasse Heje
6
Umutlu, Mehmet
6
Ur Rehman, Mobeen
6
Demirer, Rıza
5
Frazzini, Andrea
5
Giglio, Stefano
5
Gupta, Rangan
5
Paltrinieri, Andrea
5
Taylor, Mark P.
5
Abakah, Emmanuel Joel Aikins
4
Al-Yahyaee, Khamis Hamed
4
Bekaert, Geert
4
Chevallier, Julien
4
Daniel, Kent
4
Dash, Saumya Ranjan
4
De Franco, Carmine
4
DeMiguel, Victor
4
Do, Hung Xuan
4
Filippou, Ilias
4
Fratzscher, Marcel
4
Ghorbel, Ahmed
4
Gozgor, Giray
4
more ...
less ...
Published in...
All
Applied economics letters
2
Economics letters
2
Applied economics
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Choosing factors : the international evidence
Grobys, Klaus
;
Kolari, James W.
- In:
Applied economics
54
(
2022
)
6
,
pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
Saved in:
2
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
3
Cryptocurrencies and momentum
Grobys, Klaus
;
Sapkota, Niranjan
- In:
Economics letters
180
(
2019
),
pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
Saved in:
4
Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
Saved in:
5
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
6
Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->