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~person:"Bakshi, Gurdip S."
~person:"Bollerslev, Tim"
~subject:"Risikoprämie"
~subject:"Risk"
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Risikoprämie
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Bakshi, Gurdip S.
Bollerslev, Tim
Bali, Turan G.
8
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Kelly, Bryan T.
4
Linnainmaa, Juhani
4
Sarno, Lucio
4
Todorov, Viktor
4
Wohar, Mark E.
4
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3
Ang, Andrew
3
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3
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3
Bekaert, Geert
3
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3
Buraschi, Andrea
3
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3
Della Corte, Pasquale
3
Duchin, Ran
3
Huang, Ying
3
Jacobs, Kris
3
Koijen, Ralph S. J.
3
Lee, Chien-chiang
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Lettau, Martin
3
Longstaff, Francis A.
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Lustig, Hanno
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Mensi, Walid
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Morellec, Erwan
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Ornthanalai, Chayawat
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Robotti, Cesare
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Santa-Clara, Pedro
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Savor, Pavel
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Schneider, Paul
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Veronesi, Pietro
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Wang, Neng
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Journal of financial economics
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
6
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Saved in:
7
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
8
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
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