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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Volatilität"
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Risiko in der Finanzwirtschaft...
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Applied economics
Discussion paper series / IZA
Nota di lavoro / Fondazione Eni Enrico Mattei
The journal of finance : the journal of the American Finance Association
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102
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1
Firm-specific risk and IPO market cycles
Beaulieu, Marie-Claude
;
Bouden, Habiba Mrissa
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5354-5377
Persistent link: https://www.econbiz.de/10011341815
Saved in:
2
Market volatility and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.
;
Vedenov, Dmitry V.
;
Anderson, David P.
; …
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
Saved in:
3
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Saved in:
4
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
5
Equilibrium analysis of portfolio insurance
Grossman, Sanford J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
4
,
pp. 1379-1403
Persistent link: https://www.econbiz.de/10001209029
Saved in:
6
Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium
Kurz, Mordecai
-
1997
Persistent link: https://www.econbiz.de/10000974019
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7
Endogenous uncertainty : a unified view of market volatility
Kurz, Mordecai
-
1997
Persistent link: https://www.econbiz.de/10000974094
Saved in:
8
The performance of hedge funds : risk, return, and incentives
Ackermann, Carl
;
MacEnally, Richard
;
Ravenscraft, David …
- In:
The journal of finance : the journal of the American …
54
(
1999
)
3
,
pp. 823-874
Persistent link: https://www.econbiz.de/10001395651
Saved in:
9
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
10
Endogenous uncertainty and market volatility
Kurz, Mordecai
;
Motolese, Maurizio
-
1999
Persistent link: https://www.econbiz.de/10001374754
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