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~isPartOf:"Journal of financial economics"
~person:"Chen, Nai-fu"
~person:"Timmermann, Allan"
~subject:"Black-Scholes model"
~subject:"Portfolio selection"
~subject:"United States"
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Black-Scholes model
Portfolio selection
United States
Portfolio-Management
5
Capital income
2
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2
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2
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2
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Chen, Nai-fu
Timmermann, Allan
Denis, David J.
6
Stambaugh, Robert F.
6
Bali, Turan G.
5
Pedersen, Lasse Heje
5
Shanken, Jay
5
Stulz, René M.
5
Zhou, Guofu
5
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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Journal of financial economics
Discussion paper / Centre for Economic Policy Research
5
Working paper
5
Discussion paper / the Pensions Institute, Birkbeck College, University of London
3
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / CEPR
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
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Discussion paper / LSE Financial Markets Group
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International review of finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Series in financial economics and quantitative analysis
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Swedish House of Finance research paper
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ECONIS (ZBW)
5
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
3
Network centrality and delegated investment performance
Rossi, Alberto
;
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
Saved in:
4
An exploratory investigation of the firm size effect
Chan, K. C.
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 451-471
Persistent link: https://www.econbiz.de/10001009724
Saved in:
5
Hedging options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
Saved in:
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