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Returns to talent and the finance wage premium
Célérier, Claire; Vallée, Boris - In: The review of financial studies 32 (2019) 10, pp. 4005-4040
Persistent link: https://www.econbiz.de/10012108172
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Portfolio liquidity and security design with private information
DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885
Persistent link: https://www.econbiz.de/10012694508
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Transparency and talent allocation in money management
Gervais, Simon; Strobl, Günter - In: The review of financial studies 33 (2020) 8, pp. 3889-3924
Persistent link: https://www.econbiz.de/10012249757
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Asset insulators
Chodorow-Reich, Gabriel; Ghent, Andra C.; Haddad, Valentin - In: The review of financial studies 34 (2021) 3, pp. 1509-1539
Persistent link: https://www.econbiz.de/10012434849
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Characterizing financial crises using high-frequency data
Dungey, Mardi H.; Holloway, Jet; Yalaman, Abdullah; … - In: Quantitative finance 22 (2022) 4, pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
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Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima - In: Quantitative finance 21 (2021) 8, pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
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Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren; Yao, Jianfeng; Li, Wai Keung - In: Quantitative finance 20 (2020) 11, pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio; Kwon, Roy H. - In: Quantitative finance 19 (2019) 3, pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
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How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark - In: Quantitative finance 19 (2019) 8, pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794