//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Econometric Model of Serial...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
137
Theory
136
Portfolio selection
85
Portfolio-Management
85
USA
69
United States
68
Financial crisis
52
Finanzkrise
52
Welt
49
World
49
Hedge fund
46
Hedgefonds
46
Börsenkurs
43
CAPM
42
Share price
42
Financial market
40
Finanzmarkt
40
Estimation
37
Schätzung
37
Anlageverhalten
36
Behavioural finance
36
Capital income
36
Kapitaleinkommen
36
Arzneimittel
34
Pharmaceuticals
34
Risiko
32
Risk
32
Hedging
31
Risikomanagement
31
Systemic risk
31
Systemrisiko
31
Risk management
29
Derivat
20
Derivative
20
Aktienmarkt
18
Efficient market hypothesis
18
Effizienzmarkthypothese
18
Liquidity
17
Stock market
17
Ökonometrie
17
more ...
less ...
Online availability
All
Free
254
Undetermined
65
Type of publication
All
Book / Working Paper
355
Article
166
Other
2
Type of publication (narrower categories)
All
Article in journal
138
Aufsatz in Zeitschrift
138
Working Paper
101
Arbeitspapier
98
Graue Literatur
87
Non-commercial literature
87
Aufsatz im Buch
14
Book section
14
Reprint
6
Collection of articles of several authors
5
Sammelwerk
5
Systematic review
5
Übersichtsarbeit
5
Konferenzschrift
4
Aufsatzsammlung
3
Conference proceedings
3
Festschrift
3
Mehrbändiges Werk
3
Multi-volume publication
3
Rezension
3
Bibliographie
2
Lehrbuch
2
Textbook
2
Thesis
2
Bibliografie
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Nachruf
1
research-article
1
more ...
less ...
Language
All
English
Undetermined
223
German
2
Spanish
1
Author
All
Lo, Andrew W.
422
Getmansky, Mila
55
Makarov, Igor
55
Pelizzon, Loriana
42
Thakor, Richard T.
25
MacKinlay, Archie Craig
24
Wang, Jiang
23
Billio, Monica
19
Getmansky Sherman, Mila
18
Zhang, Ruixun
16
Schoar, Antoinette
15
Chaudhuri, Shomesh
14
Khandani, Amir E.
14
Merton, Robert C.
13
Siah, Kien Wei
13
Wong, Chi Heem
12
Jagannathan, Ravi
10
MacKinlay, A. Craig
10
Schaumburg, Ernst
10
Yuferova, Darya
10
Brennan, Thomas J.
9
Liang, Bing
9
Mamaysky, Harry
9
Girardi, Giulio
8
Hasanhodzic, Jasmina
8
Kubitza, Christian
8
Bertsimas, Dimitris
7
Khandani, Amir
7
Lee, Peter A.
7
Mackinlay, A. Craig
7
Maurel, Mathilde
7
Poggio, Tomaso
7
Repin, Dmitry V.
7
Singh, Manish
7
Xu, Qingyang
7
Aït-Sahalia, Yacine
6
Campbell, John Y.
6
Chan, Nicholas
6
Jørring, Adam
6
Singh, Manita
6
more ...
less ...
Institution
All
National Bureau of Economic Research
49
arXiv.org
3
Catalyst Institute <Chicago, Ill.>
1
Century Foundation
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Federal Reserve Bank of Cleveland
1
Financial Markets Group
1
Institute of Finance and Accounting <London>
1
Princeton University Press
1
Research Conference on Quantifying Systemic Risk <2009, Cambridge, Mass.>
1
Russell Sage Foundation
1
Sloan School of Management
1
William Davidson Institute <Ann Arbor, Mich.>
1
William Davidson Institute, University of Michigan
1
more ...
less ...
Published in...
All
NBER working paper series
45
Working paper / National Bureau of Economic Research, Inc.
38
NBER Working Paper
35
Journal of investment management : JOIM
20
Journal of financial economics
13
MIT Sloan Research Paper
12
SAFE working paper
11
The journal of finance : the journal of the American Finance Association
10
Annual review of financial economics
8
Sloan working papers
7
Discussion paper / LSE Financial Markets Group
6
Journal of econometrics
6
The journal of portfolio management : a publication of Institutional Investor
6
The quarterly journal of finance
6
The review of financial studies
6
Working papers
6
An Elgar Reference Collection
5
Journal of financial markets
5
¬The international library of financial econometrics
5
Financial analysts' journal : FAJ
4
The international library of critical writings in economics
4
An Elgar reference collection
3
An Elgar research collection
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
National Bureau of Economic Research Conference Report
3
Papers / arXiv.org
3
Paul Woolley Centre working paper
3
SAFE Working Paper
3
The American economic review
3
The international library of critical writings in financial economics
3
The journal of alternative investments
3
The journal of financial data science
3
The journal of portfolio management : JPM
3
A National Bureau of Economic Research conference report
2
Advances in Financial Engineering
2
Advances in economics and econometrics ; Vol. 2
2
American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
2
Discussion paper / Centre for Economic Policy Research
2
Economic review
2
FIW working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
484
USB Cologne (EcoSocSci)
14
RePEc
8
BASE
6
OLC EcoSci
6
EconStor
3
Other ZBW resources
2
more ...
less ...
Showing
1
-
10
of
523
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
2
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10001748919
Saved in:
3
Do hedge funds increase systemic risk?
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
- In:
Economic review
91
(
2006
)
4
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003416035
Saved in:
4
Measuring systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
-
This draft: March 10, 2010
Persistent link: https://www.econbiz.de/10003947721
Saved in:
5
Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
Persistent link: https://www.econbiz.de/10003995037
Saved in:
6
Hedge funds : a dynamic industry in transition
Getmansky, Mila
;
Lee, Peter A.
;
Lo, Andrew W.
-
2015
Persistent link: https://www.econbiz.de/10011334621
Saved in:
7
On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.
;
Billio, Monica
;
Getmansky, Mila
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
Saved in:
8
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
9
Do hedge funds increase systemic risk?
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
- In:
Innovations in investment management : cutting edge …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10003748880
Saved in:
10
Systemic risk and hedge funds
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
-
2005
Persistent link: https://www.econbiz.de/10002700785
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->