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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Elton, Edwin J."
~person:"Engle, Robert F."
~person:"Fabozzi, Frank J."
~person:"Metrick, Andrew"
~person:"Zhang, Lu"
~subject:"Black-Scholes-Modell"
~subject:"Statistische Verteilung"
~subject:"United States"
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Search: subject_exact:"Capital income"
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Black-Scholes-Modell
Statistische Verteilung
United States
Capital income
10
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10
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7
Estimation
4
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4
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Elton, Edwin J.
Engle, Robert F.
Fabozzi, Frank J.
Metrick, Andrew
Zhang, Lu
Fama, Eugene F.
6
Titman, Sheridan
6
French, Kenneth Ronald
5
Altman, Edward I.
4
Barber, Brad M.
4
Campbell, John Y.
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The journal of finance : the journal of the American Finance Association
The review of economics and statistics
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Working paper / National Bureau of Economic Research, Inc.
11
The review of financial studies
4
Applied financial economics
2
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Rodney L. White Center for Financial Research
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Optimizing optimization : the next generation of optimization applications and theory
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Review of quantitative finance and accounting
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Risk assessment : decisions in banking and finance
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Ross School of Business working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
7
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1
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7
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date (oldest first)
1
Estimating the returns to insider trading : a performance-evaluation perspective
Jeng, Leslie A.
;
Metrick, Andrew
;
Zeckhauser, Richard
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 453-471
Persistent link: https://www.econbiz.de/10001762833
Saved in:
2
Expected return, realized return, and asset pricing tests
Elton, Edwin J.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1199-1220
Persistent link: https://www.econbiz.de/10001395746
Saved in:
3
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
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4
Performance evaluation with transactions data : the stock selection of investment newsletters
Metrick, Andrew
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1743-1775
Persistent link: https://www.econbiz.de/10001430866
Saved in:
5
Economic news and the yield curve : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
-
1998
Persistent link: https://www.econbiz.de/10000981121
Saved in:
6
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
7
The investment performance of US equity pension fund managers : an empirical investigation
Coggin, T. Daniel
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 1039-1055
Persistent link: https://www.econbiz.de/10001152164
Saved in:
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