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institution:"The Wharton Financial Institutions Center"
~institution:"Institute of Finance and Accounting <London>"
~language:"eng"
~subject:"Forecast"
~subject:"Investment Fund"
~subject:"Risikoprämie"
~subject:"Theorie"
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Forecast
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12
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Diebold, Francis X.
4
Cooper, Ian
2
Davydenko, Sergei A.
2
Agarwal, Vikas
1
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
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1
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1
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1
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1
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1
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1
Kadlec, Gregory B.
1
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1
Kaplanis, E.
1
Li, Canlin
1
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The Wharton Financial Institutions Center
Institute of Finance and Accounting <London>
National Bureau of Economic Research
389
Forschungsinstitut zur Zukunft der Arbeit
15
Rodney L. White Center for Financial Research
13
University of Chicago / Center for Research in Security Prices
8
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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ECONIS (ZBW)
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Risks and portfolio decisions involving hedge funds
Agarwal, Vikas
(
contributor
);
Naik, Narayan Y.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700390
Saved in:
2
Changes in the factor exposures of hedge funds
Brealey, Richard A.
(
contributor
);
Kaplanis, E.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700521
Saved in:
3
Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
Saved in:
4
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
5
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
6
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
8
Using yield spread to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238
Saved in:
9
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
10
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
Saved in:
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