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Kapitalmarktrendite
Capital income
102
Kapitaleinkommen
102
Börsenkurs
59
Share price
59
Risk
53
Risiko
52
Theorie
51
Theory
50
Aktienmarkt
41
Stock market
41
Volatility
41
Volatilität
41
Estimation
39
Schätzung
39
USA
37
United States
37
CAPM
36
Portfolio selection
33
Portfolio-Management
33
Risikoprämie
31
Capital market returns
30
Risk premium
30
Forecasting model
29
Prognoseverfahren
29
Erwartungsbildung
22
Expectation formation
22
Hedge fund
20
Hedgefonds
20
Welt
18
World
18
Corporate bond
14
Hedging
14
Risikomaß
14
Risk measure
14
Unternehmensanleihe
14
Finanzanalyse
13
Korrelation
13
Option pricing theory
13
Optionspreistheorie
13
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Free
15
Undetermined
7
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Book / Working Paper
20
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10
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Arbeitspapier
2
Graue Literatur
2
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2
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2
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English
30
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Bali, Turan G.
30
Cakici, Nusret
18
Ang, Andrew
7
Whitelaw, Robert
7
An, Byeong-Je
5
Atilgan, Yigit
4
Demirtas, K. Ozgur
4
Gunaydin, A. Doruk
4
Brown, Stephen J.
3
Tang, Yi
3
Whitelaw, Robert F.
3
Engle, Robert F.
2
Murray, Scott
2
Almeida, Caio
1
An, Byeong-je
1
Ardison, Kym
1
Beckmeyer, Heiner
1
Brown, Stephen
1
Caglayan, Mustafa O.
1
Camponovo, Lorenzo
1
Dobrev, Dobrislav
1
Fabozzi, Frank J.
1
Garcia, René
1
Jacobs, Kris
1
Mörke, Mathis
1
Scaillet, Olivier
1
Schaumburg, Ernst
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Trojani, Fabio
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Vicente, Jose
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Journal of financial economics
2
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The journal of portfolio management : a publication of Institutional Investor
2
Working paper / National Bureau of Economic Research, Inc.
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AFA 2011 Denver Meetings Paper
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China finance review international
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Review of asset pricing studies
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ECONIS (ZBW)
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1
Empirical asset pricing : the cross section of stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Murray, Scott
-
2016
Persistent link: https://www.econbiz.de/10011449277
Saved in:
2
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
3
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
4
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
5
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
6
Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10009708215
Saved in:
7
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2013
Persistent link: https://www.econbiz.de/10010191590
Saved in:
8
The joint cross section of stocks and options
An, Byeong-je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
-
2013
Persistent link: https://www.econbiz.de/10010210735
Saved in:
9
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
Saved in:
10
Option return predictability with machine learning and big data
Bali, Turan G.
;
Beckmeyer, Heiner
;
Mörke, Mathis
; …
- In:
The review of financial studies
36
(
2023
)
9
,
pp. 3548-3602
Persistent link: https://www.econbiz.de/10014331550
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