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~isPartOf:"Journal of financial markets"
~language:"eng"
~language:"msa"
~person:"Amihud, Yakov"
~person:"Bijvank, Marco"
~person:"Glock, Christoph H."
~person:"Rossi, Roberto"
~person:"Wong, Wing Keung"
~subject:"Decision under risk"
~subject:"Decision"
~subject:"Illiquidity"
~subject:"Institutional investor"
~subject:"Lagermanagement"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Sammelwerk"
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Decision under risk
Decision
Illiquidity
Institutional investor
Lagermanagement
Portfolio selection
Capital income
2
Kapitaleinkommen
2
Liquidity
2
Liquidität
2
Portfolio-Management
2
1964-1997
1
1989-2001
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Conditional beta
1
Funding illiquidity
1
Handelsvolumen der Börse
1
Institutioneller Investor
1
Market liquidity
1
Marktliquidität
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
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Share price
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Statistical test
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Statistischer Test
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Systematic risk
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Theorie
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Theory
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Time-varying risk premium
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USA
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Article in journal
Aufsatz in Zeitschrift
Case study
Sammelwerk
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English
Malay (macrolanguage)
Author
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Amihud, Yakov
Bijvank, Marco
Glock, Christoph H.
Rossi, Roberto
Wong, Wing Keung
Lo, Andrew W.
4
Massa, Massimo
4
Chakravarty, Sugato
2
Chuang, Wen-I
2
Green, Tracy Clifton
2
Jacobs, Heiko
2
Jame, Russell
2
Kumar, Alok
2
Mazur, Mieszko
2
Nguyen, Nhut
2
Oh, Ji Yeol Jimmy
2
Petkevich, Alex
2
Salganik-Shoshan, Galla
2
Weber, Martin
2
Aitken, Michael J.
1
Almeida, Niall
1
An, Li
1
Anand, Amber
1
Andonov, Aleksandar
1
Angelidis, Timotheos
1
Argyle, Bronson
1
Ashour, Samar
1
Avramov, Doron
1
Baltas, Nick
1
Baltzer, Markus
1
Bansal, Naresh K.
1
Bernales, Alejandro
1
Bertsimas, Dimitris
1
Bhootra, Ajay
1
Blake, David
1
Boehme, Rodney D.
1
Bonaparte, Yosef
1
Boos, Dominik
1
Broman, Markus S.
1
Brown, Keith C.
1
Busse, Jeffrey A.
1
Caliendo, Frank
1
Campbell, T. Colin
1
Cashman, George D.
1
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Journal of financial markets
European journal of operational research : EJOR
20
International journal of production research
14
International journal of production economics
8
Annals of financial economics
4
Journal of risk and financial management : JRFM
4
Risk and decision analysis
3
Risk management : a journal of risk, crisis and disaster
3
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Economies : open access journal
2
International review of financial analysis
2
Journal of mathematical finance
2
Journal of the Operational Research Society : OR
2
Omega : the international journal of management science
2
The international journal of logistics management
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in quantitative analysis of finance and accounting : a research annual
1
American journal of business : applying research to practice ; AJB
1
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Decision sciences : DS
1
Economic modelling
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Finance research letters
1
Financial management
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC
1
International journal of industrial organization
1
International journal of logistics : research and applications
1
International journal of logistics systems and management
1
International journal of operations and quantitative management : IJOQM
1
International journal of physical distribution & logistics management : IJPD & LM
1
International journal of physical distribution and logistics management
1
International journal of revenue management : IJRM
1
Journal of business and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk
1
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ECONIS (ZBW)
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1
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
2
International momentum strategies : a stochastic dominance approach
Fong, Wai-mun
;
Wong, Wing Keung
;
Lean, Hooi Hooi
- In:
Journal of financial markets
8
(
2005
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10002575589
Saved in:
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