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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
45,336
Theory
44,631
Portfolio-Management
44,298
Portfolio selection
43,953
Volatility
41,071
Volatilität
40,802
CAPM
19,062
Stochastischer Prozess
17,282
Stochastic process
16,836
Capital income
16,377
Optionspreistheorie
14,841
Börsenkurs
14,735
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14,543
Option pricing theory
14,380
Schätzung
14,113
Estimation
13,839
USA
9,961
United States
9,699
Aktienmarkt
9,394
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9,259
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9,025
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8,972
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8,704
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8,557
Anlageverhalten
7,200
ARCH-Modell
7,178
ARCH model
7,100
Behavioural finance
7,077
Prognoseverfahren
6,018
Forecasting model
5,929
Finance
5,745
Public finance
5,720
Öffentliche Finanzen
5,716
Wechselkurs
5,216
Risikoprämie
5,095
Exchange rate
5,087
Risk premium
5,055
Finanzmarkt
5,050
Financial market
4,953
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5,964
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9,904
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6,519
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2
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2,244
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2,176
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2,131
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311
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293
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236
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105
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31
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31
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23
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13
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10
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7
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5
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English
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German
111
French
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Italian
8
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8
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4
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Gupta, Rangan
111
Zaremba, Adam
105
Bollerslev, Tim
73
Caporale, Guglielmo Maria
70
Bekaert, Geert
69
McAleer, Michael
59
Bali, Turan G.
58
Harvey, Campbell R.
56
Cakici, Nusret
55
Stambaugh, Robert F.
49
Diebold, Francis X.
48
Bouri, Elie
46
Guidolin, Massimo
41
Zhou, Guofu
41
Andersen, Torben
36
Ang, Andrew
35
Campbell, John Y.
35
Ferson, Wayne E.
35
McMillan, David G.
35
Pierdzioch, Christian
34
Fabozzi, Frank J.
33
Grobys, Klaus
33
Engle, Robert F.
32
Guo, Hui
32
Ma, Feng
32
Lettau, Martin
31
Zhang, Lu
31
Gil-Alaña, Luis A.
30
Todorov, Viktor
30
Hodrick, Robert J.
29
Plastun, Alex
29
Sehgal, Sanjay
28
Zhang, Xiaoyan
28
Chiang, Thomas C.
27
Lux, Thomas
27
Moskowitz, Tobias J.
27
Timmermann, Allan
27
Auer, Benjamin R.
26
Jagannathan, Ravi
26
Prokopczuk, Marcel
26
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National Bureau of Economic Research
241
Rodney L. White Center for Financial Research
8
Erasmus Research Institute of Management
6
Federal Reserve Bank of St. Louis
6
University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
5
Svenska Handelshögskolan <Helsinki>
4
The Wharton Financial Institutions Center
4
University of Canterbury / Dept. of Economics and Finance
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Division of Research and Statistics
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Pensions Institute
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Hong Kong / School of Economics and Finance
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
William Davidson Institute <Ann Arbor, Mich.>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Finance Association
1
Association for Investment Management and Research
1
Associazione Operatori Bancari in Titoli
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Bank of England / Monetary Analysis Division
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Centre for Economic Policy Research
1
Centre for European Economic Studies <Leicester>
1
Centre for New and Emerging Markets <London>
1
Centre for Quantitative Economics & Computing
1
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Finance research letters
320
Journal of banking & finance
277
Journal of financial economics
268
International review of financial analysis
255
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
217
Journal of empirical finance
213
NBER Working Paper
174
International review of economics & finance : IREF
166
Applied economics
160
The North American journal of economics and finance : a journal of financial economics studies
158
Pacific-Basin finance journal
151
Research in international business and finance
147
Applied financial economics
130
Journal of international financial markets, institutions & money
127
The European journal of finance
121
Applied economics letters
120
The journal of finance : the journal of the American Finance Association
115
Energy economics
111
Journal of risk and financial management : JRFM
111
Economic modelling
104
Journal of econometrics
98
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
97
Management science : journal of the Institute for Operations Research and the Management Sciences
93
The journal of asset management
92
Economics letters
89
Review of quantitative finance and accounting
89
The review of financial studies
88
Research paper series / Swiss Finance Institute
85
Journal of financial and quantitative analysis : JFQA
79
Journal of financial markets
78
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
76
Journal of international money and finance
73
International journal of economics and finance
72
Investment management and financial innovations
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Discussion paper / Centre for Economic Policy Research
65
Financial markets and portfolio management
64
International journal of finance & economics : IJFE
61
International journal of forecasting
60
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ECONIS (ZBW)
16,377
EconStor
46
OLC EcoSci
2
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1
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1
Analysis of stochastic PDEs arising from large portfolios of stochastic
volatility
models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
2
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
3
A note on Stein's overreaction puzzle
Lin, Yuehao
;
Lehnert, Thorsten
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
Saved in:
4
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Saved in:
5
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
6
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
7
Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
8
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
9
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
10
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
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