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~institution:"Erasmus Research Institute of Management"
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Franses, Philip Hans
9
Post, Thierry
8
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5
Hallerbach, Winfried G.
4
Spronk, Jaap
4
Verbeek, Marno
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Bi̇rbi̇l, Ş. İlker
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2
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2
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2
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2
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2
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2
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1
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Erasmus Research Institute of Management
National Bureau of Economic Research
8,074
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ERIM report series research in management
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ECONIS (ZBW)
79
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1
Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry
(
contributor
);
Levy, Haim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693585
Saved in:
2
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547
Saved in:
3
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:
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
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709653
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
A GMM test for SSD efficiency
Post, Thierry
(
contributor
);
Versijp, Philippe
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188617
Saved in:
8
Market timing : a decomposition of mutual fund returns
Swinkels, Laurens
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001806367
Saved in:
9
The relevance of MCDM for financial decisions
Hallerbach, Winfried G.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701327
Saved in:
10
The cost of technical trading rules in the forex market : a utility-based evaluation
Dewachter, Hans
(
contributor
);
Lyrio, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772012
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