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Are hedge fund managers systematically misreporting? Or not?

Jorion, Philippe; Schwarz, Christopher - In: Journal of financial economics 111 (2014) 2, pp. 311-327

Persistent link: https://www.econbiz.de/10010255518

Implied equity duration as a measure of risk and its simultaneous endogeneity with performance in European companies

Reis, Pedro - In: International journal of economics and business … 19 (2020) 3, pp. 313-333

Persistent link: https://www.econbiz.de/10012205624

A measure of risk appetite for the macroeconomy

Pflueger, Carolin E.; Siriwardane, Emil N.; Sunderam, Adi - 2018

Persistent link: https://www.econbiz.de/10011873657

Portfolio selection : should be a wise decision!

Dsouza, Suzan; Dey, Prithviraj - In: Indian journal of economics & business : IJEB 16 (2017) 2, pp. 269-278

Persistent link: https://www.econbiz.de/10011873805

Better portfolios with higher moments

Wilcox, Jarrod - In: The journal of asset management 21 (2020) 7, pp. 569-580

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Predictors and portfolios over the life cycle

Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing and …, (pp. 51-108). 2017

Persistent link: https://www.econbiz.de/10012306057

Predictors and portfolios over the life cycle : generalization of SAMS to state-dependent modifiers

Weiss, Farina - In: Essays on empirical asset pricing and …, (pp. 109-157). 2017

Persistent link: https://www.econbiz.de/10012306088

Predictors and portfolios over the life cycle : skill vs. luck

Kraft, Holger; Munk, Claus; Weiss, Farina - 2017 - Current version: February 6, 2017

In a calibrated consumption-portfolio model with stock, housing, and labor income predictability, we disentangle the welfare effects of skill and luck. Skilled investors are able to take advantage of all sources of predictability, whereas unskilled investors ignore predictability. Lucky...

Persistent link: https://www.econbiz.de/10012061991

Predictors and portfolios over the life cycle

Kraft, Holger; Munk, Claus; Weiss, Farina - In: Journal of banking & finance 100 (2019), pp. 1-27

Persistent link: https://www.econbiz.de/10012162427

ESG risk and returns implied by demand-based asset pricing models

Zhang, Chi; Li, Xinyang; Tamoni, Andrea; Beek, Misha van; … - In: The journal of asset management : a major new, … 25 (2024) 3, pp. 203-221

Persistent link: https://www.econbiz.de/10014583393

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