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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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ECONIS (ZBW)
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1
How accurate are value-at-risk models at commercial banks?
Berkowitz, Jeremy
;
O'Brien, James
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1093-1111
Persistent link: https://www.econbiz.de/10001684743
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2
Systematic risk and international portfolio choice
Das, Sanjiv R.
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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3
Do the Fama-French factors proxy for innovations in predictive variables?
Petkova, Ralitsa
- In:
The journal of finance : the journal of the American …
61
(
2006
)
2
,
pp. 581-612
Persistent link: https://www.econbiz.de/10003305096
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4
Information immobility and the home bias puzzle
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1187-1215
Persistent link: https://www.econbiz.de/10003871917
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5
Long-term return reversals : overreaction or taxes?
George, Thomas J.
;
Hwang, Chuan-yang
- In:
The journal of finance : the journal of the American …
62
(
2007
)
6
,
pp. 2865-2896
Persistent link: https://www.econbiz.de/10003593838
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6
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10003923938
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7
Estimation and evaluation of conditional asset pricing models
Nagel, Stefan
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 873-910
Persistent link: https://www.econbiz.de/10009160333
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8
A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10010372430
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9
Ambiguous information, portfolio inertia, and excess volatility
Illeditsch, Philipp Karl
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2213-2247
Persistent link: https://www.econbiz.de/10009514107
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10
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
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