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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
33
Theory
33
Portfolio selection
20
Portfolio-Management
20
Risikomaß
12
Risk measure
12
Capital income
11
CAPM
9
Financial crisis
8
Finanzkrise
8
Ricardo
8
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8
Backtesting
7
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7
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7
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7
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7
Risiko
7
Time series analysis
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EU ETS
6
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6
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English
9
French
2
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Maillet, Bertrand
8
Boucher, Christophe
4
Caporin, Massimiliano
3
Tokpavi, Sessi
3
Chauveau, Thierry
2
Costola, Michele
2
Jannin, Gregory
2
Jasinski, Alexandre
2
Billio, Monica
1
Dumitrescu, Elena-Ivona
1
Jannin, Grégory M.
1
Jurczenko, Emmanuel
1
Kouontchou, Patrick
1
Lisi, Francesco
1
Pelizzon, Loriana
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Truchis, Gilles de
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Document de travail
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Journal of economic surveys
1
Journal of empirical finance
1
Multi-moment asset allocation and pricing models
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Revue économique : revue bimestrielle
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Risk management decisions and value under uncertainty
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ECONIS (ZBW)
11
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1
Analyse théorique
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962620
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2
The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 113-163)
.
2006
Persistent link: https://www.econbiz.de/10003477404
Saved in:
3
"Flexible least squares betas: the French market case"
Chauveau, Thierry
;
Maillet, Bertrand
-
1998
Persistent link: https://www.econbiz.de/10000989212
Saved in:
4
A survey on the four families of performance measures
Caporin, Massimiliano
;
Jannin, Grégory M.
;
Lisi, Francesco
- In:
Journal of economic surveys
28
(
2014
)
5
,
pp. 917-942
Persistent link: https://www.econbiz.de/10011293755
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5
Une analyse temps-fréquences des cycles financiers
Boucher, Christophe
;
Maillet, Bertrand
- In:
Revue économique : revue bimestrielle
62
(
2011
)
3
,
pp. 441-450
Persistent link: https://www.econbiz.de/10009012781
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6
On the (ab)use of Omega?
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
-
2015
Persistent link: https://www.econbiz.de/10011632567
Saved in:
7
"On the (Ab)use of Omega?"
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
- In:
Journal of empirical finance
46
(
2018
),
pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
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8
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:
9
Smart Alpha : active management with unstable and latent factors
Boucher, Christophe
;
Jasinski, Alexandre
;
Kouontchou, …
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 893-909
Persistent link: https://www.econbiz.de/10012515624
Saved in:
10
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
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