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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of portfolio management : JPM"
~person:"Bartram, Söhnke M."
~person:"Garleanu, Nicolae"
~person:"Gârleanu, Nicolae"
~person:"Hou, Kewei"
~person:"Kelly, Bryan T."
~person:"Panageas, Stauros"
~person:"Pástor, Ľuboš"
~subject:"Behavioural finance"
~subject:"Beta risk"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
~type_genre:"Aufsatz in Zeitschrift"
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Bartram, Söhnke M.
Garleanu, Nicolae
Gârleanu, Nicolae
Hou, Kewei
Kelly, Bryan T.
Panageas, Stauros
Pástor, Ľuboš
Fama, Eugene F.
13
Ferson, Wayne E.
13
French, Kenneth Ronald
11
Shanken, Jay
11
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10
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10
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9
Pedersen, Lasse Heje
9
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8
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7
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7
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7
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6
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6
Lo, Andrew W.
6
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6
Bakshi, Gurdip S.
5
Bali, Turan G.
5
Chordia, Tarun
5
Jacobs, Kris
5
Linnainmaa, Juhani
5
Moskowitz, Tobias J.
5
Robotti, Cesare
5
Ross, Stephen A.
5
Singleton, Kenneth J.
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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
Epstein, Larry G.
4
Fisher, Adlai
4
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4
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of financial economics
Journal of political economy
The journal of finance : the journal of the American Finance Association
The journal of portfolio management : JPM
The review of financial studies
4
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1
Critical finance review
1
Journal of accounting & economics
1
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1
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1
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1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
24
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1
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
2
Modeling corporate bond returns
Kelly, Bryan T.
;
Palhares, Diogo
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 1967-2008
Persistent link: https://www.econbiz.de/10014312073
Saved in:
3
Heterogeneity and asset prices : an intergenerational approach
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of political economy
131
(
2023
)
4
,
pp. 839-876
Persistent link: https://www.econbiz.de/10014303108
Saved in:
4
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
5
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
6
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
Saved in:
7
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
8
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
9
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
10
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
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