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~person:"Kelly, Bryan T."
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
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Kelly, Bryan T.
McAleer, Michael
163
Fabozzi, Frank J.
155
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133
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125
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99
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94
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87
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78
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64
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62
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61
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59
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58
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58
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57
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56
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55
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55
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51
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51
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50
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50
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Gil-Alaña, Luis A.
46
Herwartz, Helmut
46
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45
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Ma, Feng
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ECONIS (ZBW)
36
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1
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
2
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:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
4
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
5
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:
6
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2020
Persistent link: https://www.econbiz.de/10012300973
Saved in:
7
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:
8
Market expectations in the cross-section of present values
Kelly, Bryan T.
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
Saved in:
9
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
10
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
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