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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - In: The review of financial studies 23 (2010) 6, pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044
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The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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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
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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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Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen I. - In: The review of financial studies 22 (2009) 9, pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
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Basic assets
Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 22 (2009) 12, pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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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
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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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Time-varying risk and return in the bond market : a test of a new equilibrium pricing model
Campbell, Cynthia J.; Kazemi, Hossein; Nanisetty, Prasad - In: The review of financial studies 12 (1999) 3, pp. 631-642
Persistent link: https://www.econbiz.de/10001421850
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The significance of the market portfolio
Athanasoulis, Stefano; Shiller, Robert J. - In: The review of financial studies 13 (2000) 2, pp. 301-329
Persistent link: https://www.econbiz.de/10001485497