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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
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Ferson, Wayne E.
41
Bali, Turan G.
39
Campbell, John Y.
37
Zhou, Guofu
36
Jagannathan, Ravi
32
Fabozzi, Frank J.
29
Guo, Hui
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Lettau, Martin
29
Kogan, Leonid
28
Pesaran, M. Hashem
28
Zhang, Lu
28
Guidolin, Massimo
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Caporale, Guglielmo Maria
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Engle, Robert F.
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Lewis, Karen K.
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Andersen, Torben
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Subrahmanyam, Avanidhar
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Brandt, Michael W.
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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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Erasmus Research Institute of Management
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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>
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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
2
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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Quantitative finance
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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
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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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