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Risk-adjusted capital allocation and misallocation
David, Joel M.; Schmid, Lukas; Zeke, David - In: Journal of financial economics 145 (2022) 3, pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
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Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Style investing, comovement and return predictability
Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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The variance implied conditional correlation
Algaba, Andres; Boudt, Kris; Vanduffel, Steven - In: The European journal of finance 26 (2020) 2/3, pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon; Park, Seyoung; Yoon, Jong Mun - In: The European journal of finance 27 (2021) 1/2, pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
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The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio; Parhizgari, Ali M.; Dupoyet, Brice - In: The European journal of finance 29 (2023) 18, pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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Technological innovations and aggregate risk premiums
Hsu, Po-hsuan - In: Journal of financial economics 94 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003906350
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
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Endogenous technological progress and the cross-section of stock returns
Lin, Xiaoji - In: Journal of financial economics 103 (2012) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10009501359