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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of mathematical economics"
~subject:"Risiko"
~subject:"Volatilität"
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Risiko
Volatilität
Theorie
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2,075
CAPM
195
USA
162
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162
Börsenkurs
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Morellec, Erwan
3
Panageas, Stauros
3
Acharya, Viral V.
2
Allen, Franklin
2
Aït-Sahalia, Yacine
2
Brandt, Michael W.
2
Chan, Kalok
2
Christoffersen, Peter F.
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Malamud, Semyon
2
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2
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2
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2
Uhr, Charline
2
Veronesi, Pietro
2
Agrawal, Ashwini K.
1
Ai, Hengjie
1
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Journal of financial economics
Journal of mathematical economics
NBER working paper series
391
Working paper / National Bureau of Economic Research, Inc.
347
NBER Working Paper
342
Insurance / Mathematics & economics
294
European journal of operational research : EJOR
293
Economics letters
268
Finance research letters
249
Journal of banking & finance
237
Discussion paper / Centre for Economic Policy Research
191
CESifo working papers
183
Journal of economic dynamics & control
183
Risks : open access journal
174
Journal of economic theory
166
Discussion paper / Tinbergen Institute
158
Journal of econometrics
153
Working paper
153
Economic modelling
150
Energy economics
150
International review of financial analysis
132
Journal of risk and uncertainty : JRU
128
Applied economics
125
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Journal of empirical finance
122
International review of economics & finance : IREF
120
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
International journal of theoretical and applied finance
110
Journal of monetary economics
108
Discussion papers / CEPR
106
The review of financial studies
105
Journal of economic behavior & organization : JEBO
104
Applied economics letters
103
Journal of international money and finance
99
Finance and stochastics
96
International journal of forecasting
95
American journal of agricultural economics
92
Discussion paper
92
Quantitative finance
90
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
206
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206
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1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
Stock returns after major price shocks : the impact of
information
Savor, Pavel
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
Saved in:
3
Comovement,
information
production, and the business cycle
Brockman, Paul
;
Liebenberg, Ivonne
;
Schutte, Maria
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003991449
Saved in:
4
Decision making with imprecise probabilistic
information
Gajdos, Thibault
;
Tallon, Jean-Marc
;
Vergnaud, …
- In:
Journal of mathematical economics
40
(
2004
)
6
,
pp. 647-681
Persistent link: https://www.econbiz.de/10002130943
Saved in:
5
Information
-time option pricing : theory and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
6
Symmetry breakings in Malinvaud's model with individual risks
Crès, Hervé
;
Rossi, Isabelle
- In:
Journal of mathematical economics
33
(
2000
)
2
,
pp. 239-269
Persistent link: https://www.econbiz.de/10001450155
Saved in:
7
Dynamic resource allocation with hidden volatility
Feng, Felix Zhiyu
;
Westerfield, Mark M.
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 560-581
Persistent link: https://www.econbiz.de/10012650613
Saved in:
8
Financial intermediation and capital reallocation
Ai, Hengjie
;
Li, Kai
;
Yang, Fang
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 663-686
Persistent link: https://www.econbiz.de/10012653125
Saved in:
9
Risk aversion, uncertain
information
, and market efficiency
Brown, Keith C.
- In:
Journal of financial economics
2
(
1988
),
pp. 355-385
Persistent link: https://www.econbiz.de/10001061823
Saved in:
10
Capital budgeting, uncertainty, and misallocation
Charoenwong, Ben
;
Kimura, Yosuke
;
Kwan, Alan
;
Tan, Eugene
- In:
Journal of financial economics
153
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015072039
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