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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
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A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - 2011
Persistent link: https://www.econbiz.de/10009501966
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The impact of investability on asset valuation
Errunza, Vihang R.; Ta, Hai - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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Interest rate risk and the cross section of stock returns
Lioui, Abraham; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 483-511
Persistent link: https://www.econbiz.de/10010487113
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Bayesian analysis of stochastic betas
Jostova, Gergana; Philipov, Alexander - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
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Econometric tests of asset price bubbles : taking stock
Gürkaynak, Refet S. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002572667