Narrow search
Showing 1 - 10 of 1,859
Cover Image
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Cover Image
A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
Cover Image
Saving-based asset-pricing
Dreyer, Johannes Kabderian; Schneider, Johannes; Smith, … - In: Journal of banking & finance 37 (2013) 9, pp. 3704-3715
Persistent link: https://www.econbiz.de/10010126286
Cover Image
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Cover Image
Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette; Ohana, Steve - In: Journal of banking & finance 32 (2008) 10, pp. 1991-2005
Persistent link: https://www.econbiz.de/10003778564
Cover Image
A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of banking & finance 49 (2014), pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
Cover Image
A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Cover Image
Temperature shocks and the cost of equity capital : implications for climate change perceptions
Balvers, Ronald J.; Du, Ding; Zhao, Xiaobing - In: Journal of banking & finance 77 (2017), pp. 18-34
Persistent link: https://www.econbiz.de/10011814343
Cover Image
Real estate as a common risk factor in bank stock returns
Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130
Persistent link: https://www.econbiz.de/10011966483
Cover Image
A new risk factor based on equity duration
Mohrschladt, Hannes; Nolte, Sven - In: Journal of banking & finance 96 (2018), pp. 126-135
Persistent link: https://www.econbiz.de/10011967189