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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Azad, A. S. M. Sohel"
~person:"Bali, Turan G."
~person:"Dai, Min"
~person:"Trojani, Fabio"
~person:"Wolff, Christiaan Cornelis Petrus"
~subject:"Business cycles"
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
~subject:"Share price"
~subject:"USA"
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Business cycles
Kreditrisiko
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USA
Risk premium
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4
Capital income
3
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Azad, A. S. M. Sohel
Bali, Turan G.
Dai, Min
Trojani, Fabio
Wolff, Christiaan Cornelis Petrus
Zhou, Guofu
3
Elkamhi, Redouane
2
Garlappi, Lorenzo
2
Hasler, Michael
2
Hsu, Alex
2
Tamoni, Andrea
2
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
6
Georgetown McDonough School of Business Research Paper
4
International review of financial analysis
4
Economics letters
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
3
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
4
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
5
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
6
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
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