//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Harvey, Campbell R."
~person:"Lucas, André"
~person:"Post, Thierry"
~person:"Scaillet, Olivier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
9
Kapitaleinkommen
9
Portfolio selection
9
Portfolio-Management
9
Risiko
5
Risk
5
CAPM
4
Anlageverhalten
3
Behavioural finance
3
Financial investment
3
Hedge fund
3
Hedgefonds
3
Kapitalanlage
3
Aktienmarkt
2
Alpha
2
Beta risk
2
Betafaktor
2
Börsenkurs
2
Estimation
2
Hedge funds
2
Hedging
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Share price
2
Stock market
2
USA
2
United States
2
Volatility
2
Volatilität
2
1926-2005
1
1980-1992
1
Ankündigungseffekt
1
Announcement effect
1
Appraisal ratio
1
Arbitrage
1
Bayesian
1
Beta
1
Capital market returns
1
Corporate bond
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Bali, Turan G.
Caporin, Massimiliano
Harvey, Campbell R.
Lucas, André
Post, Thierry
Scaillet, Olivier
Stambaugh, Robert F.
6
Pedersen, Lasse Heje
5
Shanken, Jay
5
Zhou, Guofu
5
Fama, Eugene F.
4
French, Kenneth Ronald
4
Lynch, Anthony W.
4
Moskowitz, Tobias J.
4
Pástor, Ľuboš
4
Wermers, Russ
4
Allen, Franklin
3
Ang, Andrew
3
Avramov, Doron
3
Choi, Jaewon
3
Cronqvist, Henrik
3
Fernando, Chitru S.
3
Hong, Harrison G.
3
Kaniel, Ron
3
Malamud, Semyon
3
Robotti, Cesare
3
Sadka, Ronnie
3
Siegel, Stephan
3
Starks, Laura T.
3
Timmermann, Allan
3
Tompaidis, Stathis
3
Zambrana, Rafael
3
Agarwal, Vikas
2
Bakke, Tor-Erik
2
Bakshi, Gurdip S.
2
Barroso, Pedro
2
Bekaert, Geert
2
Berk, Jonathan B.
2
Bessembinder, Hendrik
2
Binsbergen, Jules H. van
2
Brown, David C.
2
Brown, Stephen J.
2
Campbell, John Y.
2
Cederburg, Scott
2
more ...
less ...
Published in...
All
Journal of financial economics
Discussion paper / Tinbergen Institute
32
Georgetown McDonough School of Business Research Paper
22
Working Paper
18
Research paper series / Swiss Finance Institute
11
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of banking & finance
8
Tinbergen Institute Discussion Paper
8
FAME research paper series
7
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
7
Journal of empirical finance
7
NBER working paper series
7
Tinbergen Institute Discussion Papers
7
Journal of financial and quantitative analysis : JFQA
6
Koç University - TÜSİAD Economic Research Forum working paper series
6
Swiss Finance Institute Research Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
NBER Working Paper
5
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
5
Working paper series / European Central Bank
5
"Marco Fanno" Working Papers
4
Arbeitspapiere
4
CFS Working Paper Series
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
4
Duke I&E Research Paper
4
ERIM report series research in management
4
FAME Research Paper Series
4
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
4
Koç University-TUSIAD Economic Research Forum Working Papers
4
Serie Research Memoranda
4
The North American journal of economics and finance : a journal of financial economics studies
4
CFS Working Paper
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Journal of Financial Economics
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
MPRA Paper
3
Review of finance : journal of the European Finance Association
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Persistent link: https://www.econbiz.de/10009242335
Saved in:
2
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
3
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
Graham, John R.
- In:
Journal of financial economics
42
(
1996
)
3
,
pp. 397-421
Persistent link: https://www.econbiz.de/10001207936
Saved in:
4
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
5
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
6
Left-tail momentum : underreaction to bad news, costly arbitrage and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 725-753
Persistent link: https://www.econbiz.de/10012543218
Saved in:
7
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
8
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
9
Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->