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~institution:"Rodney L. White Center for Financial Research"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Capital income
Mathematische Optimierung
Portfolio-Management
Prognoseverfahren
Risk
Theorie
45
Theory
45
Kapitaleinkommen
12
Portfolio selection
7
USA
7
United States
7
Volatility
7
Volatilität
7
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Share price
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Estimation theory
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Bargaining theory
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Behavioural finance
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Cost of capital
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Risikoaversion
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Risikoprämie
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Schätzung
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Verhandlungstheorie
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Yield curve
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Zinsstruktur
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English
19
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Brandt, Michael W.
5
Diebold, Francis X.
4
Abel, Andrew B.
2
Aït-Sahalia, Yacine
2
Kogan, Leonid
2
Pástor, Ľuboš
2
Stambaugh, Robert F.
2
Anderson, Torben G.
1
Avramov, Doron
1
Bollerslev, Tim
1
Brennan, Michael J.
1
Christoffersen, Peter F.
1
Farhi, Emmanuel
1
Gomes, Joao
1
Hollifield, Burton
1
Kang, Qiang
1
Labys, Paul
1
Li, Canlin
1
Miller, Robert Allen
1
Panageas, Stauros
1
Sandås, Patrik
1
Santa-Clara, Pedro
1
Slive, Joshua
1
Souleles, Nicholas S.
1
Uppal, Raman
1
Xia, Yihong
1
Zhang, Lu
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
1,008
OECD
31
European University Institute / Department of Law
27
Federal Reserve Bank of St. Louis
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Erasmus Research Institute of Management
25
Center for Economic Research <Tilburg>
21
Ekonomiska forskningsinstitutet <Stockholm>
21
IGI Global
21
Institute of Finance and Accounting <London>
20
Springer Fachmedien Wiesbaden
20
Deutsche Forschungsgemeinschaft
19
Econometrisch Instituut <Rotterdam>
18
Chambre de commerce et d'industrie de Paris
16
World Bank
15
European University Institute / Department of Economics
14
Edward Elgar Publishing
13
Federal Reserve System / Division of Research and Statistics
13
Frank J. Fabozzi Associates <New Hope, Pa.>
13
Gottfried Wilhelm Leibniz Universität Hannover
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
The Wharton Financial Institutions Center
12
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
12
Federal Reserve System / Board of Governors
11
Innocenzo Gasparini Institute for Economic Research <Mailand>
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Christian-Albrechts-Universität zu Kiel
10
Rutgers University / Department of Economics
10
University of Canterbury / Dept. of Economics and Finance
10
University of Exeter / Department of Economics
10
Universität Mannheim
10
Österreichisches Institut für Wirtschaftsforschung
10
Centre for Economic Policy Research
9
Internationaler Währungsfonds
9
Svenska Handelshögskolan <Helsinki>
9
University of Cambridge / Department of Applied Economics
9
University of Strathclyde / Department of Economics
9
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
2
Consumer sentiment: its rationality and usefulness in forecasting expenditure - evidence from the Michigan micro data
Souleles, Nicholas S.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016076
Saved in:
3
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Stock-return predictability and model uncertainty
Avramov, Doron
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795633
Saved in:
5
Dynamic asset allocation under inflation
Brennan, Michael J.
(
contributor
);
Xia, Yihong
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000801
Saved in:
6
An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000832
Saved in:
7
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
Saved in:
8
An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004100
Saved in:
9
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
Saved in:
10
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
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