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~isPartOf:"FAME Research Paper Series"
~isPartOf:"Journal of empirical finance"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Scaillet, Olivier"
~person:"Zwinkels, Remco C. J."
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Bali, Turan G.
Caporin, Massimiliano
Scaillet, Olivier
Zwinkels, Remco C. J.
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Koedijk, Kees
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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 international financial markets, institutions & money
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
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Review of finance : journal of the European Finance Association
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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 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 tale of feedback trading by hedge funds
Schauten, Maximilien Bernard Joseph
;
Willemstein, Robin
; …
- In:
Journal of empirical finance
34
(
2015
),
pp. 239-259
Persistent link: https://www.econbiz.de/10011557138
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3
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
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4
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:
5
Timing is money : the factor timing ability of hedge fund managers
Osinga, Albert Jakob
;
Schauten, Maximilien Bernard Joseph
; …
- In:
Journal of empirical finance
62
(
2021
),
pp. 266-281
Persistent link: https://www.econbiz.de/10012693426
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