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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
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What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.; Campos-Martins, Susana - In: Journal of financial economics 147 (2023) 1, pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
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A general approach to integrated risk management with skewed, fat-tailed risks
Rosenberg, Joshua V.; Schuermann, Til - In: Journal of financial economics 79 (2006) 3, pp. 569-614
Persistent link: https://www.econbiz.de/10003289297
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How do Treasury dealers manage their positions?
Fleming, Michael J.; Nguyen, Giang H.; Rosenberg, Joshua V. - In: Journal of financial economics 158 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015072537
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10006509009
Cover Image
A general approach to integrated risk management with skewed, fat-tailed risks
Rosenberg, Joshua V.; Schuermann, Til - In: Journal of financial economics 79 (2006) 3, pp. 569-614
Persistent link: https://www.econbiz.de/10006498933