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Careers in finance
Ellul, Andrew; Pagano, Marco; Scognamiglio, Annalisa - 2020
Persistent link: https://www.econbiz.de/10012291996
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Hedge fund portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2014
Persistent link: https://www.econbiz.de/10011296524
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Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.; Wadhwani, Sushil B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000819088
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012115020
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Testing for longer horizon predictability of return volatility with an application to the German DAX
Raunig, Burkhard - 2003
Persistent link: https://www.econbiz.de/10001815044
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Testing the economic value of asset return predictability
McCracken, Michael W.; Valente, Giorgio - 2012
Persistent link: https://www.econbiz.de/10009632652
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010410215
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How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini; Skiadopoulos, George - 2014
We explore whether the market variance risk premium (VRP) can be predicted. First, we propose a novel approach to measure VRP which distinguishes the investment horizon from the variance swap's maturity. We extract VRP from actual rather than synthetic S&P 500 variance swap quotes, thus avoiding...
Persistent link: https://www.econbiz.de/10010472838