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Essentials of Investment and Risk Analysis : Theory and Applications

Busu, Mihail - 2022

This book provides an overview of the evolution of investment and risk, together with a synthesis of research on these developments. It explores how exposures can be modified by measuring and managing them and introduces readers to the latest strategies and trends in investment. Broad in scope,...

Persistent link: https://www.econbiz.de/10013386124

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

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The leverage effect puzzle : disentangling sources of bias at high frequency

Aït-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - In: Journal of financial economics 109 (2013) 1, pp. 224-249

Persistent link: https://www.econbiz.de/10009765821

Time series momentum

Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250

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Asset commonality, debt maturity and systemic risk

Allen, Franklin; Babus, Ana; Carletti, Elena - In: Journal of financial economics 104 (2012) 3, pp. 519-534

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Fund manager allocation

Fang, Jieyan; Kempf, Alexander; Gehde-Trapp, Monika - In: Journal of financial economics 111 (2014) 3, pp. 661-674

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Money and liquidity in financial markets

Nyborg, Kjell G.; Östberg, Peter - In: Journal of financial economics 112 (2014) 1, pp. 30-52

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Pricing the commonality across alternative measures of liquidity

Korajczyk, Robert A.; Sadka, Ronnie - In: Journal of financial economics 87 (2008) 1, pp. 45-72

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Modeling financial contagion using mutually exciting jump processes

Aït-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J. A. - In: Journal of financial economics 117 (2015) 3, pp. 585-606

Persistent link: https://www.econbiz.de/10011480318

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515