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~subject:"Kapitaleinkommen"
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Measuring systemic risk in the...
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Kapitaleinkommen
Theorie
258
Theory
257
Portfolio-Management
129
Portfolio selection
128
Financial crisis
85
Finanzkrise
84
USA
83
United States
81
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Risk
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Systemic risk
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Welt
60
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59
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World
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Systemrisiko
55
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Aktienmarkt
48
Stock market
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Credit risk
46
Kreditrisiko
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Behavioural finance
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English
66
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Lo, Andrew W.
47
Pelizzon, Loriana
15
Billio, Monica
7
Getmansky, Mila
7
MacKinlay, Archie Craig
7
Brennan, Thomas J.
4
Khandani, Amir E.
4
Liang, Bing
4
MacKinlay, A. Craig
4
Makarov, Igor
4
Parigi, Bruno
4
Khandani, Amir
3
Moench, Emanuel
3
Schneider, Michael
3
de Roure, Calebe
3
Anese, Gianluca
2
Calès, Ludovic
2
Cao, Charles Q.
2
Chaudhuri, Shomesh E.
2
Corazza, Marco
2
Costola, Michele
2
Getmansky Sherman, Mila
2
Guégan, Dominique
2
Mackinlay, A. Craig
2
Parigi, Bruno Maria
2
von Thadden, Ernst-Ludwig
2
Bandi, Federico M.
1
Bulkley, George
1
Calés, Ludovic
1
Cao, Charles
1
Chaudhuri, Shomesh
1
Chen, Yong
1
Farnsworth, Grant
1
Farnsworth, Grant V
1
Guegan, Dominique
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Hasanhodzic, Jasmina
1
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7
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5
Journal of financial economics
3
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3
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3
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2
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2
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1
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1
Economica
1
European journal of operational research : EJOR
1
Hedge funds : structure, strategies, and performance
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Investment performance measurement : evaluating and presenting results
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ECONIS (ZBW)
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Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
Persistent link: https://www.econbiz.de/10003995037
Saved in:
2
Financial crises and evaporating diversification benefits of hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
Hedge funds : structure, strategies, and performance
,
(pp. 439-459)
.
2017
Persistent link: https://www.econbiz.de/10012253366
Saved in:
3
Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912704
Saved in:
4
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10001748919
Saved in:
5
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
6
The life cycle of hedge funds : fund flows, size, competition, and performance
Getmansky, Mila
- In:
The quarterly journal of finance
2
(
2012
)
1
,
pp. 301-353
Persistent link: https://www.econbiz.de/10009623140
Saved in:
7
A meta-measure of performance related to both investors and investments characteristics
Billio, Monica
;
Maillet, Bertrand
;
Pelizzon, Loriana
- In:
Risk management decisions and value under uncertainty
,
(pp. 1405-1447)
.
2022
Persistent link: https://www.econbiz.de/10013342131
Saved in:
8
Long-term memory in stock market prices
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000767657
Saved in:
9
The statistics of sharpe ratios
Lo, Andrew W.
- In:
Investment performance measurement : evaluating and …
,
(pp. 629-651)
.
2009
Persistent link: https://www.econbiz.de/10003839912
Saved in:
10
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
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