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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Security factors as linear combinations of economic variables
Zhou, Guofu - In: Journal of financial markets 2 (1999) 3, pp. 403-432
Persistent link: https://www.econbiz.de/10001426717
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus; Söderlind, Paul - In: The journal of business : B 72 (1999) 3, pp. 347-383
Persistent link: https://www.econbiz.de/10001392400
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The conditional distribution of real estate returns : are higher moments time varying?
Bond, Shaun A.; Patel, Kanak - In: The journal of real estate finance and economics 26 (2003) 2/3, pp. 319-339
Persistent link: https://www.econbiz.de/10001763264
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The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781206
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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
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Momentum and autocorrelation in stock returns
Lewellen, Jonathan - In: The review of financial studies 15 (2002) 2, pp. 533-563
Persistent link: https://www.econbiz.de/10001688841
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Discussion of "Momentum and autocorrelation in stock returns"
Chen, Joseph; Hong, Harrison G. - In: The review of financial studies 15 (2002) 2, pp. 565-573
Persistent link: https://www.econbiz.de/10001688856
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Essays on investement and consumption choice
Comon, Etienne - 2001
Persistent link: https://www.econbiz.de/10001717923