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CAPM
Risikoprämie
44
Risk premium
44
Theorie
41
Theory
41
Capital income
31
Kapitaleinkommen
31
Yield curve
29
Zinsstruktur
29
Risiko
27
Risk
27
Option pricing theory
24
Optionspreistheorie
24
Estimation
19
Forecasting model
18
Prognoseverfahren
18
Schätzung
18
Volatility
18
Volatilität
18
Börsenkurs
13
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Share price
13
Brasilien
12
Brazil
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomaß
11
Risk measure
11
Hedge fund
8
Hedgefonds
8
Capital market returns
7
Kapitalmarktrendite
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Index futures
6
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15
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4
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13
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10
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13
Arbeitspapier
6
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6
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6
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6
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English
23
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Almeida, Caio
13
Schneider, Paul
10
Garcia, René
4
Mijatovi´c, Aleksandar
2
Akat, Muzaffer
1
Anthropelos, Michail
1
Ardison, Kym
1
Brandão, Diego
1
Cordeiro, Fernando
1
Engel, Pedro
1
Fang, Elaine
1
Faria, Adriano
1
Kubudi, Daniela
1
Leal, Laura Simonsen
1
Mijatovic, Aleksandar
1
Ornelas, Rafael
1
Papanicolaou, George
1
Ricca, Bernardo
1
Sandulescu, Mirela
1
Tessari, Cristina
1
Valente, João Paulo
1
Wagner, Christian
1
Zechner, Josef
1
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
6
Research paper series / Swiss Finance Institute
5
Journal of financial economics
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Revista Brasileira de Finanças : RBFin
1
Swiss Finance Institute Research Paper
1
Working paper series / Financial Econometrics Research Centre
1
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ECONIS (ZBW)
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1
Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
Saved in:
2
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Faria, Adriano
;
Ornelas, Rafael
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10011538973
Saved in:
3
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
Saved in:
4
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
5
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
6
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
7
Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012210606
Saved in:
8
Measuring long run risks for Brazil
Brandão, Diego
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 145-183
Persistent link: https://www.econbiz.de/10012210621
Saved in:
9
Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries
Engel, Pedro
;
Almeida, Caio
;
Valente, João Paulo
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 321-355
Persistent link: https://www.econbiz.de/10012129516
Saved in:
10
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
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