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~isPartOf:"Journal of economic dynamics & control"
~person:"Choi, Tsan-Ming"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Poterba, James M."
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Capital income"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Market information"
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Asset pricing
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USA
United States
CAPM
3
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3
International stock markets
3
Kapitaleinkommen
3
Option pricing theory
3
Optionspreistheorie
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Choi, Tsan-Ming
Fabozzi, Frank J.
Gruber, Jonathan
Poterba, James M.
Zaremba, Adam
Li, Kai
7
Branger, Nicole
6
Kraft, Holger
6
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Heer, Burkhard
4
Ireland, Peter N.
4
Lillo, Fabrizio
4
Athreya, Kartik B.
3
Canova, Fabio
3
Cvitanić, Jakša
3
Farmer, J. Doyne
3
Gallegati, Mauro
3
Guo, Bin
3
Huang, Chi-fu
3
Khan, Hashmat
3
Kollmann, Robert
3
Kozicki, Sharon
3
Lafond, François
3
Lanne, Markku
3
Leippold, Markus
3
Li, Youwei
3
Mahayni, Antje
3
Panchenko, Valentyn
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Tu, Jun
3
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3
Aadland, David
2
Akyol, Ahmet
2
Alexander, Gordon J.
2
Backus, David
2
Baptista, Alexandre M.
2
Benati, Luca
2
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2
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Journal of economic dynamics & control
The American economic review
35
European journal of operational research : EJOR
30
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Applied economics
15
Tax policy and the economy
15
Finance research letters
13
International journal of production research
13
The journal of portfolio management : a publication of Institutional Investor
13
IEEE transactions on engineering management : EM
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
The journal of fixed income
10
International review of financial analysis
9
Journal of banking & finance
9
Journal of health economics
9
The journal of portfolio management : JPM
9
The review of economics and statistics
8
The quarterly journal of economics
7
American economic journal : a journal of the American Economic Association
6
Research in international business and finance
6
Applied financial economics
5
Brookings papers on economic activity : BPEA
5
Economic research
5
International journal of theoretical and applied finance
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Production and operations management : the flagship research journal of the Production and Operations Management Society
5
Emerging markets review
4
Journal of financial economics
4
Journal of political economy
4
Pacific-Basin finance journal
4
The journal of asset management
4
The journal of fixed income : JFI
4
Advances in futures and options research : a research annual
3
Applied economics letters
3
Economic modelling
3
Economics letters
3
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ECONIS (ZBW)
5
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5
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date (oldest first)
1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
3
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
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