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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
CAPM
52
Theorie
24
Theory
24
Portfolio selection
22
Portfolio-Management
22
Capital income
15
Stochastic process
15
Stochastischer Prozess
15
Option pricing theory
14
Optionspreistheorie
14
Asset pricing
10
Börsenkurs
10
Estimation
10
Schätzung
10
Share price
10
Risiko
9
Risk
9
Volatility
9
Volatilität
9
Forecasting model
8
Prognoseverfahren
8
Risikomaß
6
Risikoprämie
6
Risk measure
6
Risk premium
6
Yield curve
6
Zinsstruktur
6
Credit risk
5
Kreditrisiko
5
Portfolio optimization
5
Risikoaversion
5
Risk aversion
5
Aktienmarkt
4
Beta risk
4
Betafaktor
4
Discounting
4
Diskontierung
4
Statistical distribution
4
Statistische Verteilung
4
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Article in journal
15
Aufsatz in Zeitschrift
15
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English
15
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González-Urteaga, Ana
2
Rubio, Gonzalo
2
Ap Gwilym, Owain
1
Bae, Kwangil
1
Chow, K. Victor
1
Ding, Wenjie
1
Distaso, Walter
1
Faria, Gonçalo
1
Fieberg, Christian
1
Grobys, Klaus
1
Guidolin, Massimo
1
Hansen, Erwin
1
Hodoshima, Jiro
1
Isaenko, Sergei
1
John, Kose
1
Lee, John B.
1
Lee, Soonhee
1
Li, Jingrui
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lozano-Banda, Martín
1
Mazouz, Khelifa
1
McGee, Richard J.
1
Mele, Antonio
1
Metko, Daniel
1
Nieto Domenech, Belen
1
Nieto, Belén
1
Olmo, Jose
1
Reeves, Jonathan J.
1
Ruotsalainen, Joni
1
Sopranzetti, Ben J.
1
Tjahja, Alice C.
1
Verona, Fabio
1
Vilkov, Grigory
1
Wang, Qingwei
1
Xie, Xuan
1
Zaremba, Adam
1
Äijö, Janne
1
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Quantitative finance
Journal of financial economics
141
Finance research letters
97
Journal of banking & finance
95
Journal of empirical finance
84
International review of financial analysis
60
Pacific-Basin finance journal
58
The journal of finance : the journal of the American Finance Association
58
Applied economics
52
Management science : journal of the Institute for Operations Research and the Management Sciences
51
International review of economics & finance : IREF
42
The review of financial studies
39
Journal of international financial markets, institutions & money
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of financial and quantitative analysis : JFQA
35
The European journal of finance
34
Economics letters
31
Journal of risk and financial management : JRFM
28
Applied financial economics
27
Journal of economic dynamics & control
27
Journal of financial markets
27
Research in international business and finance
27
Review of quantitative finance and accounting
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of investment management : JOIM
26
Journal of monetary economics
25
The journal of asset management
25
International journal of economics and finance
24
Applied economics letters
23
Journal of international money and finance
23
Cogent economics & finance
21
Economic modelling
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Journal of econometrics
20
The journal of real estate finance and economics
19
The journal of portfolio management : a publication of Institutional Investor
17
European financial management : the journal of the European Financial Management Association
15
Financial markets and portfolio management
15
International journal of finance & economics : IJFE
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
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ECONIS (ZBW)
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
3
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
4
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
5
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
6
Time-frequency forecast of the equity premium
Faria, Gonçalo
;
Verona, Fabio
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2119-2135
Persistent link: https://www.econbiz.de/10012696823
Saved in:
7
Realized higher-order comoments
Bae, Kwangil
;
Lee, Soonhee
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 421-429
Persistent link: https://www.econbiz.de/10012483831
Saved in:
8
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
9
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
10
Slow-moving capital and stock returns
Isaenko, Sergei
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 969-984
Persistent link: https://www.econbiz.de/10012262653
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