//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
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
Extreme Risk, excess return an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
206
Portfolio-Management
206
Capital income
98
Kapitaleinkommen
98
CAPM
95
Theorie
79
Theory
79
Estimation
54
Schätzung
54
Aktienmarkt
48
Stock market
48
Börsenkurs
41
Share price
41
Behavioural finance
37
Anlageverhalten
36
Risiko
35
Risk
35
Volatility
28
Volatilität
28
Hedging
25
Risikoprämie
24
Risk premium
24
Welt
24
World
24
Risikomaß
23
Risk measure
23
USA
21
United States
21
Forecasting model
19
Prognoseverfahren
19
Financial investment
18
Kapitalanlage
18
Beta risk
17
Betafaktor
17
ARCH model
16
ARCH-Modell
16
Multivariate Verteilung
16
Multivariate distribution
16
Risikomanagement
16
Risk management
16
more ...
less ...
Online availability
All
Undetermined
170
Free
4
Type of publication
All
Article
277
Type of publication (narrower categories)
All
Article in journal
276
Aufsatz in Zeitschrift
276
Language
All
English
277
Author
All
Fabozzi, Frank J.
8
Yoon, Seong-min
6
Zaremba, Adam
5
Grobys, Klaus
4
Hammoudeh, Shawkat
4
Hernandez, Jose Arreola
4
Barbi, Massimiliano
3
Bikker, Jacob A.
3
Blazsek, Szabolcs
3
Bonaparte, Yosef
3
Kim, Saejoon
3
Nawrocki, David N.
3
Aloui, Chaker
2
Atilgan, Yigit
2
Cheema, Muhammad A.
2
Demirtas, K. Ozgur
2
Elgammal, Mohammed Mohammed
2
Esteban, María Victoria
2
Gubareva, Mariya
2
Gunaydin, A. Doruk
2
Huck, Nicolas
2
Hung, Mao-Wei
2
Kang, Sang Hoon
2
Li, Bin
2
Li, Daye
2
Li, Jun
2
Marshall, Cara M.
2
Mateus, Cesario
2
Mensi, Walid
2
Nartea, Gilbert V.
2
Orbe-Mandaluniz, Susan
2
Powell, Robert
2
Racicot, François-Éric
2
Romagnoli, Silvia
2
Satchell, Stephen
2
Sengupta, Jati K.
2
Sfeir, Raymond E.
2
Shahzad, Syed Jawad Hussain
2
Stübinger, Johannes
2
Thomson, Daniel
2
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
960
Working paper / National Bureau of Economic Research, Inc.
803
Journal of banking & finance
783
NBER Working Paper
662
Finance research letters
605
MPRA Paper
589
Journal of financial economics
528
The journal of finance : the journal of the American Finance Association
459
European journal of operational research : EJOR
433
Journal of economic dynamics & control
402
Insurance / Mathematics & economics
401
International review of financial analysis
386
The review of financial studies
386
NBER Working Papers
384
Research paper series / Swiss Finance Institute
375
Discussion paper / Centre for Economic Policy Research
341
Journal of empirical finance
311
Management science : journal of the Institute for Operations Research and the Management Sciences
290
Journal of financial and quantitative analysis : JFQA
286
International journal of theoretical and applied finance
281
Working Paper
280
The journal of portfolio management : a publication of Institutional Investor
278
The journal of asset management
270
Economics letters
264
Working paper
264
Swiss Finance Institute Research Paper
260
Finance and stochastics
256
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
CESifo working papers
251
Economic modelling
247
International review of economics & finance : IREF
236
Quantitative finance
235
The European journal of finance
234
Journal of risk and financial management : JRFM
223
CEPR Discussion Papers
221
Pacific-Basin finance journal
221
The North American journal of economics and finance : a journal of financial economics studies
221
Journal of economic theory
219
ECB Working Paper
214
more ...
less ...
Source
All
ECONIS (ZBW)
277
Showing
1
-
10
of
277
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Saved in:
2
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
Saved in:
3
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
4
Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets
Chen, An-sing
;
Fang, Shih-chuan
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1951-1963
Persistent link: https://www.econbiz.de/10003862780
Saved in:
5
Drivers of expected returns in Istanbul stock exchange : Fama-French factors and coskewness
Mısırlı, E. Ulas
;
Alper, C. Emre
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2619-2633
Persistent link: https://www.econbiz.de/10003886273
Saved in:
6
Consumption, money and excess returns
Schmeling, Maik
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2559-2563
Persistent link: https://www.econbiz.de/10009379690
Saved in:
7
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
8
Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
Saved in:
9
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros
;
Zapranis, Achilleas
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
Saved in:
10
Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Marshall, Cara M.
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10010463955
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->