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~isPartOf:"The journal of asset management"
~person:"Diebold, Francis X."
~person:"Hoesli, Martin"
~person:"Maurer, Raimond"
~person:"McMillan, David G."
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Capital income
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Estimation
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Diebold, Francis X.
Hoesli, Martin
Maurer, Raimond
McMillan, David G.
Walkshäusl, Christian
4
Clare, Andrew D.
3
Fong, Wai-mun
3
Kakushadze, Zura
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Mateus, Cesario
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Rohleder, Martin
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The journal of asset management
Working paper / National Bureau of Economic Research, Inc.
16
NBER working paper series
15
CFS working paper series
12
NBER Working Paper
12
Research paper series / Swiss Finance Institute
12
Working papers / Financial Institutions Center
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
8
Swiss Finance Institute Research Paper
8
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
The European journal of finance
6
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
6
Working papers / Rodney L. White Center for Financial Research
6
Applied financial economics
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Working Paper Series: Finance & Accounting
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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International review of economics & finance : IREF
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Research in international business and finance
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
Journal of econometrics
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The Econometric and Tinbergen Institutes Lectures
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The journal of real estate finance and economics
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Cogent economics & finance
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Finance research letters
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of applied economics
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Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Koç University - TÜSİAD Economic Research Forum working paper series
2
Kredit und Kapital
2
Oxford bulletin of economics and statistics
2
Research paper / International Center for Financial Asset Management and Engineering
2
Studies in economics and finance
2
The journal of real estate research
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
The journal of asset management
19
(
2018
)
6
,
pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
Saved in:
2
Return-based classification of absolute ruturn funds
Gerlach, Philipp
;
Maurer, Raimond
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10011411953
Saved in:
3
The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
McMillan, David G.
;
Black, Angela J.
;
Klinkowska, Olga
; …
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10011413295
Saved in:
4
Value premium and default risk
Elgammal, Mohammed Mohammed
;
McMillan, David G.
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 48-61
Persistent link: https://www.econbiz.de/10010370070
Saved in:
5
The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
The journal of asset management
13
(
2012
)
4
,
pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
Saved in:
6
Does the BEYR help predict UK sector returns?
McMillan, David G.
- In:
The journal of asset management
12
(
2011
)
2
,
pp. 146-156
Persistent link: https://www.econbiz.de/10009232548
Saved in:
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