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~subject:"Risikoprämie"
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Risikoprämie
Risk premium
44
Theorie
42
Theory
42
Capital income
31
Kapitaleinkommen
31
Yield curve
29
Zinsstruktur
29
Risiko
27
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27
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24
Optionspreistheorie
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Schätzung
18
Volatility
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Volatilität
18
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13
Estimation theory
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Portfolio selection
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Portfolio-Management
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Schätztheorie
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Share price
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Brasilien
12
Brazil
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomaß
11
Risk measure
11
Hedge fund
8
Hedgefonds
8
Capital market returns
7
Kapitalmarktrendite
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
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7
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6
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English
44
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Almeida, Caio
23
Schneider, Paul
21
Ardison, Kym
11
Garcia, René
10
Vicente, Jose
9
Wagner, Christian
7
Trojani, Fabio
6
Sarno, Lucio
5
Camponovo, Lorenzo
3
Kozhan, Roman
3
Neuberger, Anthony
3
Scaillet, Olivier
3
Vicente, José
3
Bali, Turan G.
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Kubudi, Daniela
2
Mijatovi´c, Aleksandar
2
Schaumburg, Ernst
2
Vicente, José Valentim Machado
2
Zechner, Josef
2
Brandão, Diego
1
Engel, Pedro
1
Faria, Adriano
1
Freire, Gustavo
1
Hizmeri, Rodrigo
1
Lund, Bruno
1
Mijatovic, Aleksandar
1
Orlowski, Piotr
1
Ornelas, Rafael
1
Orłowski, Piotr
1
Valente, João Paulo
1
Vicente, José Valentim M.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Research paper series / Swiss Finance Institute
6
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Journal of financial economics
3
Journal of banking & finance
2
Swiss Finance Institute Research Paper
2
CFS Working Paper
1
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Ensaios econômicos
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The review of financial studies
1
WBS Finance Group Research Paper
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ECONIS (ZBW)
44
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1
Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
Saved in:
2
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
3
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
Saved in:
4
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
5
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
(
contributor
);
Vicente, José
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003566042
Saved in:
6
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
7
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
8
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
Saved in:
9
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
10
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Faria, Adriano
;
Ornelas, Rafael
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10011538973
Saved in:
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