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Capital income
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Zaremba, Adam
92
Diebold, Francis X.
63
Bollerslev, Tim
55
Harvey, Campbell R.
53
Bekaert, Geert
52
Stambaugh, Robert F.
47
Cakici, Nusret
46
Timmermann, Allan
45
Ferson, Wayne E.
41
Bali, Turan G.
39
Campbell, John Y.
37
Zhou, Guofu
36
Jagannathan, Ravi
32
Fabozzi, Frank J.
29
Guo, Hui
29
Lettau, Martin
29
Kogan, Leonid
28
Pesaran, M. Hashem
28
Zhang, Lu
28
Guidolin, Massimo
27
Caporale, Guglielmo Maria
26
Engle, Robert F.
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Lewis, Karen K.
25
Andersen, Torben
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Subrahmanyam, Avanidhar
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Brandt, Michael W.
23
Cochrane, John H.
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Schlag, Christian
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Garcia, René
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Lo, Andrew W.
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Lux, Thomas
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Pedersen, Lasse Heje
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Gil-Alaña, Luis A.
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Tamoni, Andrea
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Fletcher, Jonathan
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Li, Kai
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Madan, Dilip B.
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Parker, Jonathan A.
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Sehgal, Sanjay
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Van Nieuwerburgh, Stijn
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of St. Louis
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Svenska Handelshögskolan <Helsinki>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Institute of Finance and Accounting <London>
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International Center for Financial Asset Management and Engineering
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Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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European University Institute / Department of Economics
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Harvard Institute of Economic Research
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Massachusetts Institute of Technology / Department of Economics
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Exeter / Department of Economics
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University of Hong Kong / School of Economics and Finance
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Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
1
Associazione Operatori Bancari in Titoli
1
Australien / Division of Regional Development
1
Banca Commerciale Italiana <Mailand>
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NBER working paper series
248
Working paper / National Bureau of Economic Research, Inc.
231
Journal of financial economics
220
Journal of banking & finance
194
NBER Working Paper
193
Finance research letters
184
Journal of empirical finance
165
International review of financial analysis
122
The journal of finance : the journal of the American Finance Association
120
Applied economics
97
The review of financial studies
96
The European journal of finance
95
International review of economics & finance : IREF
89
Management science : journal of the Institute for Operations Research and the Management Sciences
82
Economics letters
78
Discussion paper / Centre for Economic Policy Research
74
Journal of financial and quantitative analysis : JFQA
72
Applied financial economics
71
Pacific-Basin finance journal
71
Journal of economic dynamics & control
67
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of econometrics
63
Journal of international financial markets, institutions & money
62
Economic modelling
60
Review of quantitative finance and accounting
59
Journal of risk and financial management : JRFM
57
Research paper series / Swiss Finance Institute
55
Applied economics letters
52
Working paper
51
International journal of forecasting
50
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48
The journal of asset management
48
Research in international business and finance
46
Finance and economics discussion series
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Journal of financial markets
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Journal of international money and finance
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CESifo working papers
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ECONIS (ZBW)
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1
Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O.
-
1994
Persistent link: https://www.econbiz.de/10000895889
Saved in:
2
The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B.
-
1988
Persistent link: https://www.econbiz.de/10000786457
Saved in:
3
Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003981989
Saved in:
4
Volume of
derivative
trading, enterprise value, and the return on assets
Yang, Jin-yong
- In:
Modern economy
4
(
2013
)
8
,
pp. 513-519
Persistent link: https://www.econbiz.de/10010242162
Saved in:
5
Option prices and the underlying asset's return distribution
Grundy, Bruce D.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
3
,
pp. 1045-1069
Persistent link: https://www.econbiz.de/10001110297
Saved in:
6
Option pricing and asset returns in discrete time
Page, Frank H.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 31-48
Persistent link: https://www.econbiz.de/10001123297
Saved in:
7
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
8
Portfolio diversification effect in exchange rate risk
Tang, Gordon Y. N.
- In:
Finance India : the quarterly journal of Indian …
6
(
1992
)
3
,
pp. 477-489
Persistent link: https://www.econbiz.de/10001147116
Saved in:
9
An Analytic Derivation and Comments on Betting Against Beta
Chen, Deng-Ta
-
2014
heterogeneous investors results in the zero-beta
CAPM
. I prove that the optimal amount to invest in risky assets for an investor is …
Persistent link: https://www.econbiz.de/10013055309
Saved in:
10
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000633327
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