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person:"Lakonishok, Josef"
~person:"Auer, Benjamin R."
~person:"Kočenda, Evžen"
~subject:"Ankündigungseffekt"
~subject:"Portfolio-Management"
~subject:"Research expenditure"
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Ankündigungseffekt
Portfolio-Management
Research expenditure
Capital income
96
Kapitaleinkommen
96
Börsenkurs
33
Share price
33
Volatility
30
Volatilität
30
Portfolio selection
27
USA
27
United States
27
Theorie
26
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26
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23
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23
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Graue Literatur
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English
43
Czech
1
Author
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Lakonishok, Josef
Auer, Benjamin R.
Kočenda, Evžen
Zaremba, Adam
44
Caporale, Guglielmo Maria
42
Guidolin, Massimo
34
Agarwal, Vikas
27
Guirguis, Michel
26
Bali, Turan G.
25
Fabozzi, Frank J.
23
Grobys, Klaus
23
Lo, Andrew W.
23
Plastun, Alex
23
Moskowitz, Tobias J.
22
Bekaert, Geert
21
Engle, Robert F.
21
Pedersen, Lasse Heje
21
Titman, Sheridan
21
Ang, Andrew
20
Satchell, Stephen
20
Zhou, Guofu
20
Kaiser, Dieter G.
19
Ferson, Wayne E.
18
McAleer, Michael
18
Cakici, Nusret
17
Clare, Andrew D.
17
Jondeau, Eric
17
Dahlquist, Magnus
16
Frazzini, Andrea
16
Gallagher, David R.
16
Stambaugh, Robert F.
16
Brown, Stephen J.
15
Kelly, Bryan T.
15
Nitschka, Thomas
15
Santa-Clara, Pedro
15
Sehgal, Sanjay
15
Wolf, Michael
15
Ben-David, Itzhak
14
Boudt, Kris
14
Brooks, Robin
14
Gregoriou, Greg N.
14
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National Bureau of Economic Research
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NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
The journal of finance : the journal of the American Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Finance research letters
2
Financial markets and portfolio management
2
NBER Working Paper
2
CESifo working papers
1
Economic systems
1
Financial accounting and investment management ; Vol. I
1
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IES working paper
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1
International review of financial analysis
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
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Politická ekonomie : teorie, modelování, aplikace
1
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Research in international business and finance
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The review of financial studies
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Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
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ECONIS (ZBW)
44
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1
The low return distortion of the Sharpe ratio
Auer, Benjamin R.
- In:
Financial markets and portfolio management
27
(
2013
)
3
,
pp. 299-306
Persistent link: https://www.econbiz.de/10009780275
Saved in:
2
Should hedge funds be cautious reporting high returns?
Auer, Benjamin R.
- In:
Research in international business and finance
30
(
2014
),
pp. 195-201
Persistent link: https://www.econbiz.de/10010390267
Saved in:
3
Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
10
(
2013
)
4
,
pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
Saved in:
4
Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 153-165
Persistent link: https://www.econbiz.de/10009726414
Saved in:
5
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R.
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
Saved in:
6
Corporate governance through the proxy contest : evidence and implications
Ikenberry, David
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
Saved in:
7
Market underreaction to open market share repurchases
Ikenberry, David
;
Lakonishok, Josef
;
Vermaelen, Theo
-
1993
Persistent link: https://www.econbiz.de/10000879079
Saved in:
8
Momentum strategies
Chan, Louis K. C.
-
1995
Persistent link: https://www.econbiz.de/10000935825
Saved in:
9
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
-
1999
Persistent link: https://www.econbiz.de/10001399757
Saved in:
10
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
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