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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019
Persistent link: https://www.econbiz.de/10012124936
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Volatility managed portfolios
Moreira, Alan; Muir, Tyler - 2016
Persistent link: https://www.econbiz.de/10011484111
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 1999
Persistent link: https://www.econbiz.de/10001417317
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Portfolio choices, firm shocks and uninsurable wage risk
Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016
Persistent link: https://www.econbiz.de/10011581155
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001415135
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Understanding defensive equity
Novy-Marx, Robert - 2014
Persistent link: https://www.econbiz.de/10010431331
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - 2014
Persistent link: https://www.econbiz.de/10010413176
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
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The common origin of uncertainty shocks
Kozeniauskas, Nicholas; Orlik, Anna; Veldkamp, Laura - 2016
Persistent link: https://www.econbiz.de/10011518179
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Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2018
Persistent link: https://www.econbiz.de/10011800005