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Capital income
Theorie
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Theory
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CAPM
22
Kapitaleinkommen
21
Risikoprämie
16
Risk premium
16
Börsenkurs
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Portfolio selection
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Risk aversion
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Garcia, René
21
Almeida, Caio
9
Ardison, Kym
9
Vicente, Jose
6
Bonomo, Marco Antonio
4
Camponovo, Lorenzo
3
Meddahi, Nour
3
Scaillet, Olivier
3
Trojani, Fabio
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Tédongap, Roméo
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Bali, Turan G.
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Díez de los Ríos, Antonio
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Fontaine, Jean-Sébastien
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Gungor, Sermin
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Jacobs, Kris
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
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ECONIS (ZBW)
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
2
Funding liquidity, market liquidity and the cross-section of stock returns
Fontaine, Jean-Sébastien
;
Garcia, René
;
Gungor, Sermin
-
2016
Persistent link: https://www.econbiz.de/10011458739
Saved in:
3
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
4
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
5
The option CAPM and the performance of hedge funds
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Review of derivatives research
14
(
2011
)
2
,
pp. 137-167
Persistent link: https://www.econbiz.de/10009272484
Saved in:
6
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
7
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
8
Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Journal of applied econometrics
26
(
2011
)
2
,
pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
Saved in:
9
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
10
Estimation of stable distributions by indirect inference
Garcia, René
(
contributor
);
Renault, Eric
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003402433
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