Narrow search
Showing 1 - 10 of 43
Cover Image
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne - In: Journal of empirical finance 66 (2022), pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Cover Image
Portfolio concentration and mutual fund performance
Fulkerson, Jon A.; Riley, Timothy B. - In: Journal of empirical finance 51 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012170398
Cover Image
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Cover Image
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
Cover Image
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Cover Image
Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
Cover Image
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Cover Image
Hedging the time-varying risk exposures of momentum returns
Martens, Martin; Oord, Arco van - In: Journal of empirical finance 28 (2014), pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Cover Image
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh - In: Journal of empirical finance 28 (2014), pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Cover Image
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard; Voev, Valeri - In: Journal of empirical finance 20 (2013), pp. 83-95
Persistent link: https://www.econbiz.de/10009717873