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~isPartOf:"The review of financial studies"
~subject:"Aktienmarkt"
~subject:"Financial crisis"
~subject:"Theory"
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Aktienmarkt
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2,544
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970
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1
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
2
Biases in decomposing holding-period portfolio returns
Liu, Weimin
;
Strong, Norman
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
Saved in:
3
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
4
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
Saved in:
5
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
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6
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
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7
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
8
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 883-916
Persistent link: https://www.econbiz.de/10001525314
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9
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
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10
A transactions data analysis of nonsynchronous trading
Kadlec, Gregory B.
;
Patterson, Douglas M.
- In:
The review of financial studies
12
(
1999
)
3
,
pp. 609-630
Persistent link: https://www.econbiz.de/10001421848
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