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~isPartOf:"FAME Research Paper Series"
~isPartOf:"Journal of empirical finance"
~person:"Adcock, Christopher"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Scaillet, Olivier"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Adcock, Christopher
Bali, Turan G.
Caporin, Massimiliano
Scaillet, Olivier
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Koedijk, Kees
3
Rhee, S. Ghon
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FAME Research Paper Series
Journal of empirical finance
Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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International review of economics & finance : IREF
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Journal of economic surveys
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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2
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
3
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
4
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
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