//--> //--> //--> //-->
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
~isPartOf:"Journal of banking & finance"
~subject:"Risikomaß"
~subject:"Risikoprämie"
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:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risikoprämie
Estimation
434
Schätzung
433
Capital income
162
Kapitaleinkommen
162
Theorie
161
Theory
161
Börsenkurs
111
Share price
111
Volatility
108
Volatilität
108
Portfolio selection
97
Portfolio-Management
97
Forecasting model
96
Prognoseverfahren
96
Estimation theory
75
Schätztheorie
75
Time series analysis
70
Zeitreihenanalyse
70
USA
67
United States
67
Risk premium
63
CAPM
59
Welt
52
World
52
Aktienmarkt
49
Stock market
49
Bank
47
Anlageverhalten
44
Behavioural finance
44
Yield curve
41
Zinsstruktur
41
ARCH model
38
ARCH-Modell
38
Risk
38
Financial crisis
36
Finanzkrise
36
Risiko
36
Risk measure
34
more ...
less ...
Online availability
All
Undetermined
54
Type of publication
All
Article
95
Type of publication (narrower categories)
All
Article in journal
95
Aufsatz in Zeitschrift
95
Language
All
English
95
Author
All
Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Cakici, Nusret
2
Guo, Hui
2
Kim, Tong Suk
2
Li, Junye
2
Min, Byoung-Kyu
2
Moreno, Antonio
2
Rösch, Daniel
2
Abbritti, Mirko
1
Alles, Lakshman
1
Alter, Adrian
1
Annaert, Jan
1
Aramonte, Sirio
1
Atilgan, Yigit
1
Audrino, Francesco
1
Bali, Turan G.
1
Barinov, Alexander
1
Barone-Adesi, Giovanni
1
Baschieri, Giulia
1
Belkhir, Mohamed
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berkman, Henk
1
Beyer, Andreas
1
Bonaccolto, Giovanni
1
Boubaker, Heni
1
Brownlees, Christian
1
Capelle-Blancard, Gunther
1
Caporin, Massimiliano
1
Carcel, Hector
1
Carosi, Andrea
1
Cather, David A.
1
Cavaglia, Stefano M.
1
Cenedese, Gino
1
Chabi-Yo, Fousseni
1
Chabot, Ben
1
Chen, Jie
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of financial economics
81
Finance research letters
66
Journal of empirical finance
63
NBER working paper series
56
Working paper / National Bureau of Economic Research, Inc.
51
International review of financial analysis
49
Journal of international money and finance
46
NBER Working Paper
45
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of risk
42
Economic modelling
41
International review of economics & finance : IREF
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Applied economics
40
Journal of econometrics
40
Insurance / Mathematics & economics
39
Journal of international financial markets, institutions & money
36
Discussion papers / CEPR
35
Research paper series / Swiss Finance Institute
34
Journal of economic dynamics & control
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
International journal of forecasting
32
Energy economics
29
Working paper
29
Journal of financial econometrics
28
Applied financial economics
26
Discussion paper / Centre for Economic Policy Research
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Quantitative finance
26
Finance and economics discussion series
25
Journal of risk and financial management : JRFM
25
Pacific-Basin finance journal
25
Research in international business and finance
25
Applied economics letters
24
Risks : open access journal
24
The journal of finance : the journal of the American Finance Association
24
CESifo working papers
23
European journal of operational research : EJOR
22
The journal of risk model validation
22
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unbiased
estimation
of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
2
A shrinkage approach for Sharpe ratio optimal portfolios with
estimation
risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
3
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
4
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
5
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
6
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
7
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
8
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
9
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
10
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->