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~person:"Almeida, Caio"
~subject:"Capital market returns"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
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Capital market returns
Oil price
Risiko
Risk
Capital income
5
Kapitaleinkommen
5
Kapitalmarktrendite
5
Börsenkurs
3
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Risikomaß
3
Risikoprämie
3
Risk measure
3
Risk premium
3
Schätzung
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
risk-neutral probability
3
tail risk
3
CAPM
2
economic predictability
2
prediction of market returns
2
risk factor
2
Brasilien
1
Brazil
1
Cross-Section of Returns
1
Hedge Fund Performance
1
Hedge fund
1
Hedgefonds
1
Idiosyncratic skewness
1
Idiosyncratic volatility
1
LASSO
1
Nichtparametrisches Verfahren
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Nonparametric statistics
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Portfolio selection
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Portfolio-Management
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Risk Factors
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Theorie
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Article in journal
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English
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Almeida, Caio
Zaremba, Adam
23
Long, Huaigang
11
Bali, Turan G.
10
McAleer, Michael
10
Cakici, Nusret
9
Narayan, Paresh Kumar
8
Wang, Yudong
8
Zhang, Yaojie
8
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Maio, Paulo
7
Zhou, Guofu
7
Atilgan, Yigit
6
Guo, Hui
6
Jiang, Fuwei
6
Linnainmaa, Juhani
6
Walkshäusl, Christian
6
Yin, Libo
6
Zhong, Angel
6
Blau, Benjamin
5
Cao, Jie
5
Christoffersen, Peter F.
5
Da, Zhi
5
Han, Bing
5
Jiang, Yuexiang
5
Kang, Wensheng
5
Ratti, Ronald A.
5
Schiereck, Dirk
5
Subrahmanyam, Avanidhar
5
Whitby, Ryan J.
5
Zhang, Jin E.
5
Chang, Chia-Lin
4
Chordia, Tarun
4
Daniel, Kent
4
DeLisle, R. Jared
4
Garcia, René
4
Ghysels, Eric
4
Guidolin, Massimo
4
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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
Revista Brasileira de Finanças : RBFin
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
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:
3
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:
4
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:
5
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:
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