Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Erasmus Research Institute of Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Holding period returns from NA...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
7
Kapitaleinkommen
7
Theorie
5
Theory
5
Portfolio selection
3
Portfolio-Management
3
USA
3
United States
3
CAPM
2
1982-2000
1
1990-2000
1
ARCH model
1
ARCH-Modell
1
Bergbau
1
Branche
1
Börsenkurs
1
Country risk
1
Economic sector
1
Estimation
1
Forecast
1
Forecasting model
1
Halbleiter
1
Investitionsrisiko
1
Investment risk
1
Länderrisiko
1
Mining
1
New Economy
1
New economy
1
Prognose
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Rendite
1
Schätzung
1
Semiconductor
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Graue Literatur
3
Non-commercial literature
3
Language
All
English
7
Author
All
Post, Thierry
2
Vliet, Pim van
2
Brito, Marisa P. de
1
Goeij, Peter de
1
Hallerbach, Winfried G.
1
Laan, Erwin A. van der
1
Marquering, Wessel A.
1
Nijman, Theodore E.
1
Pouchkarev, Igor
1
Spronk, Jaap
1
Swinkels, Laurens
1
Toktay, L. Beril
1
Verbeek, Marno
1
more ...
less ...
Institution
All
Erasmus Research Institute of Management
National Bureau of Economic Research
597
International Monetary Fund (IMF)
130
International Monetary Fund
70
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
Rodney L. White Center for Financial Research
20
University of Chicago / Center for Research in Security Prices
13
Federal Reserve Bank of St. Louis
12
OECD
12
The Wharton Financial Institutions Center
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Chambre de commerce et d'industrie de Paris
7
Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Nationalekonomiska Institutionen, Uppsala Universitet
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
William Davidson Institute <Ann Arbor, Mich.>
5
Center for Economic Research <Tilburg>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut for Nationaløkonomi <Kopenhagen>
4
International Center for Financial Asset Management and Engineering
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
University of Exeter / Department of Economics
4
Centre for Analytical Finance <Århus>
3
Centre for Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
Deutsches Aktieninstitut
3
Harvard Institute of Economic Research
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
3
more ...
less ...
Published in...
All
ERIM report series research in management
7
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
2
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
3
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709653
Saved in:
4
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
5
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547
Saved in:
6
Portfolio return characteristics of different industries
Pouchkarev, Igor
(
contributor
);
Spronk, Jaap
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001732943
Saved in:
7
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772106
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
