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~person:"Goetzmann, William N."
~person:"Lee, Bong-soo"
~person:"Lettau, Martin"
~source:"econis"
~subject:"Capital income"
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Goetzmann, William N.
Lee, Bong-soo
Lettau, Martin
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47
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36
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25
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ECONIS (ZBW)
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1
Diversification and risk-adjusted performance : a quantile regression approach
Lee, Bong-soo
;
Li, Ming-yuan Leon
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 2157-2173
Persistent link: https://www.econbiz.de/10009629612
Saved in:
2
Offshore hedge funds : survival and performance 1989 - 1995
Brown, Stephen J.
;
Goetzmann, William N.
;
Ibbotson, Roger G.
-
1997
Persistent link: https://www.econbiz.de/10000619755
Saved in:
3
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
4
Pairs trading : performance of a relative value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
-
1999
Persistent link: https://www.econbiz.de/10001378340
Saved in:
5
Index funds and stock market growth
Goetzmann, William N.
;
Massa, Massimo
-
1999
Persistent link: https://www.econbiz.de/10001378341
Saved in:
6
Global stock markets in the Twentieth century
Jorion, Philippe
;
Goetzmann, William N.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
3
,
pp. 953-980
Persistent link: https://www.econbiz.de/10001395677
Saved in:
7
Causal relations among stock returns, interest rates, real activity, and inflation
Lee, Bong-soo
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1591-1603
Persistent link: https://www.econbiz.de/10001133680
Saved in:
8
Offshore hedge funds : survival and performance, 1989 - 95
Brown, Stephen J.
;
Goetzmann, William N.
;
Ibbotson, Roger G.
- In:
The journal of business : B
72
(
1999
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001255829
Saved in:
9
The single family home in the investment portfolio
Goetzmann, William N.
- In:
The journal of real estate finance and economics
6
(
1993
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10001169278
Saved in:
10
Bootstrapping and simulation tests of long-term patterns in stock market behavior
Goetzmann, William N.
-
1990
Persistent link: https://www.econbiz.de/10011454189
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