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~person:"Kelly, Bryan T."
~subject:"Anlageverhalten"
~subject:"Börsenkurs"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
~type:"article"
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Kelly, Bryan T.
Fabozzi, Frank J.
125
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60
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56
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55
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46
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31
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30
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2
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1
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ECONIS (ZBW)
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1
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
2
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
Saved in:
3
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
4
The price of political uncertainty :
theory
and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
Saved in:
5
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
6
Testing asymmetric-information asset pricing models
Kelly, Bryan T.
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
Saved in:
7
Discussion of "Text Selection" by Bryan Kelly, Asaf Manela, and Alan Moreira
Pelger, Markus
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 880-882
Persistent link: https://www.econbiz.de/10012653196
Saved in:
8
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
9
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
- In:
The quarterly journal of economics
133
(
2018
)
1
,
pp. 71-127
Persistent link: https://www.econbiz.de/10012036812
Saved in:
10
Firm volatility in granular networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of political economy
128
(
2020
)
11
,
pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
Saved in:
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