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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CAPM
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Uppal, Raman
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Discussion paper / Centre for Economic Policy Research
International journal of theoretical and applied finance
Journal of banking & finance
647
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591
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573
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510
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ECONIS (ZBW)
449
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1
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
-
2018
Persistent link: https://www.econbiz.de/10011861957
Saved in:
2
Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong
;
Meister, Bernhard K.
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
Saved in:
3
Information acquisition and portfolio performance
Guiso, Luigi
;
Jappelli, Tullio
-
2006
Persistent link: https://www.econbiz.de/10003388950
Saved in:
4
Institutional trade persistence and long-term equity returns
Dasgupta, Amil
;
Prat, Andrea
;
Verardo, Michela
-
2007
Persistent link: https://www.econbiz.de/10003515861
Saved in:
5
Internalization, clearing and settlement, and liquidity
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
-
2012
Persistent link: https://www.econbiz.de/10009502461
Saved in:
6
Euro area money demand and international portfolio allocation : a contribution to assessing risks to price stability
De Santis, Roberto A.
;
Favero, Carlo A.
;
Roffia, Barbara
-
2012
Persistent link: https://www.econbiz.de/10009559705
Saved in:
7
Asymmetries and portfolio choice
Dahlquist, Magnus
;
Farago, Adam
;
Tédongap, Roméo
-
2015
Persistent link: https://www.econbiz.de/10011316555
Saved in:
8
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
9
Back to background risk?
Fagereng, Andreas
;
Guiso, Luigi
;
Pistaferri, Luigi
-
2016
Persistent link: https://www.econbiz.de/10011437530
Saved in:
10
On the asset allocation of a default pension fund
Dahlquist, Magnus
;
Setty, Ofer
;
Vestman, Roine
-
2016
Persistent link: https://www.econbiz.de/10011437535
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