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~person:"Almeida, Caio"
~subject:"Capital market returns"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
Oil price
Risiko
Risk
Capital income
7
Kapitaleinkommen
7
Kapitalmarktrendite
7
Börsenkurs
5
Estimation
5
Risikomaß
5
Risikoprämie
5
Risk measure
5
Risk premium
5
Schätzung
5
Share price
5
Statistical distribution
5
Statistische Verteilung
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Forecasting model
4
Prognoseverfahren
4
Nichtparametrisches Verfahren
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Nonparametric statistics
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Theorie
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Theory
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risk-neutral probability
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tail risk
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CAPM
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Probability theory
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Risk Factor
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Risk-Neutral Probability
2
Tail Risk
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Wahrscheinlichkeitsrechnung
2
economic predictability
2
prediction of market returns
2
risk factor
2
Brasilien
1
Brazil
1
Cross-Section of Returns
1
Economic Predictability
1
Hedge Fund Performance
1
Hedge fund
1
Hedgefonds
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Almeida, Caio
McAleer, Michael
65
Chang, Chia-Lin
25
Zaremba, Adam
25
Allen, David E.
13
Nagel, Stefan
13
Weber, Michael
13
Asai, Manabu
12
Bali, Turan G.
12
Cakici, Nusret
12
Long, Huaigang
11
Kang, Wensheng
10
Linnainmaa, Juhani
10
Ratti, Ronald A.
10
Hjalmarsson, Erik
9
Lettau, Martin
9
Massa, Massimo
9
Rodriguez, Gabriel
9
Wang, Yudong
9
Zhang, Yaojie
9
Grossman, Richard S.
8
Hirshleifer, David
8
Narayan, Paresh Kumar
8
Stambaugh, Robert F.
8
Weigert, Florian
8
Whitelaw, Robert F.
8
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Favero, Carlo A.
7
Ghysels, Eric
7
Kaniel, Ron
7
Kelly, Bryan T.
7
Koijen, Ralph S. J.
7
Lambertides, Neophytos
7
Maio, Paulo
7
Powell, Robert
7
Schrimpf, Andreas
7
Wagner, Alexander F.
7
Zhou, Guofu
7
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Research paper series / Swiss Finance Institute
1
Revista Brasileira de Finanças : RBFin
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
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ECONIS (ZBW)
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1
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
2
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
3
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
4
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
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