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~subject:"Prognoseverfahren"
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The generalized extreme value...
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Prognoseverfahren
Capital income
103
Kapitaleinkommen
103
Börsenkurs
59
Share price
59
Risk
53
Risiko
52
Theorie
51
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50
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41
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41
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Volatilität
41
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40
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36
Portfolio selection
33
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33
Risikoprämie
31
Capital market returns
30
Forecasting model
30
Kapitalmarktrendite
30
Risk premium
30
Erwartungsbildung
22
Expectation formation
22
Hedge fund
20
Hedgefonds
20
Welt
18
World
18
Risikomaß
15
Risk measure
15
Corporate bond
14
Hedging
14
Unternehmensanleihe
14
Finanzanalyse
13
Korrelation
13
Option pricing theory
13
Optionspreistheorie
13
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18
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11
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3
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English
30
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Bali, Turan G.
30
Cakici, Nusret
10
Whitelaw, Robert
7
Tang, Yi
6
Brown, Stephen J.
4
Allen, Linda
3
Demirtas, K. Ozgur
3
Wen, Quan
3
Whitelaw, Robert F.
3
Bai, Jennie
2
Beckmeyer, Heiner
2
Caglayan, Mustafa O.
2
Hovakimian, Armen
2
Tehranian, Hassan
2
Weigert, Florian
2
Almeida, Caio
1
Ardison, Kym
1
Brown, Stephen
1
Camponovo, Lorenzo
1
Dobrev, Dobrislav
1
Garcia, René
1
Goyal, Amit
1
Huang, Dashan
1
Jacobs, Kris
1
Jiang, Fuwei
1
Moerke, Mathis
1
Mörke, Mathis
1
Scaillet, Olivier
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Schaumburg, Ernst
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Georgetown McDonough School of Business Research Paper
6
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3
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3
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1
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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Review of asset pricing studies
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Stock Market Volatility, pp. 313-322, March 2009
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ECONIS (ZBW)
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1
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
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
Upside potential of hedge funds as a predictor of future performance
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of banking & finance
98
(
2019
),
pp. 212-229
Persistent link: https://www.econbiz.de/10012162272
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
Does systemic risk in the financial sector predict future economic downturns?
Allen, Linda
;
Bali, Turan G.
;
Tang, Yi
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3000-3036
Persistent link: https://www.econbiz.de/10009630178
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
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
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