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Performance hypothesis testing...
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Schätzung
Portfolio-Management
44,304
Portfolio selection
43,959
Kapitaleinkommen
39,503
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39,403
Theorie
38,486
Theory
37,720
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9,833
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9,808
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9,742
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8,686
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8,365
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8,226
CAPM
8,055
Prognoseverfahren
7,869
Forecasting model
7,790
Risk
7,194
Risiko
7,183
Statistischer Test
6,737
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6,424
Welt
6,232
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6,135
Investmentfonds
5,919
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5,836
Regressionsanalyse
5,042
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5,027
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4,437
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4,274
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Gupta, Rangan
84
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70
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69
Bollerslev, Tim
48
McMillan, David G.
47
Gao, Jiti
44
Diebold, Francis X.
40
McAleer, Michael
39
Pierdzioch, Christian
38
Kapetanios, George
37
Todorov, Viktor
37
Linton, Oliver
36
Wohar, Mark E.
35
Caporale, Guglielmo Maria
34
Chang, Tsangyao
32
Timmermann, Allan
32
Ang, Andrew
30
Bohl, Martin T.
30
Heckman, James J.
30
Gil-Alaña, Luis A.
29
Narayan, Paresh Kumar
29
Bali, Turan G.
28
Campbell, John Y.
28
Bekaert, Geert
26
Zhou, Guofu
26
Ammann, Manuel
25
Cai, Zongwu
25
Caporin, Massimiliano
25
Härdle, Wolfgang
25
Stambaugh, Robert F.
25
Marcellino, Massimiliano
24
Tauchen, George Eugene
24
Tiwari, Aviral Kumar
24
Allen, David E.
23
Engle, Robert F.
23
Hautsch, Nikolaus
23
Nitschka, Thomas
23
Phillips, Peter C. B.
23
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22
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22
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International Energy Agency
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Federal Reserve Bank of St. Louis
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Universität Mannheim
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Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve System / Board of Governors
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Nationalekonomiska Institutionen <Lund>
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Springer Fachmedien Wiesbaden
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Trinity College Dublin / Department of Economics
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Umeå universitet
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University of Exeter / Department of Economics
3
University of Reading / Department of Economics
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Verlag Dr. Kovač
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Südafrikanische Union / Department of Agriculture
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
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Journal of econometrics
285
Journal of banking & finance
199
Finance research letters
196
Applied economics letters
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
NBER working paper series
174
Applied economics
171
Economics letters
169
Working paper / National Bureau of Economic Research, Inc.
155
International review of financial analysis
154
International review of economics & finance : IREF
153
Journal of empirical finance
152
Economic modelling
149
NBER Working Paper
147
Journal of financial economics
145
The North American journal of economics and finance : a journal of financial economics studies
111
Applied financial economics
110
Journal of international financial markets, institutions & money
91
Discussion paper series / IZA
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
The European journal of finance
84
Research in international business and finance
83
Working paper
81
Pacific-Basin finance journal
80
Journal of international money and finance
78
Econometric reviews
76
Energy economics
74
CESifo working papers
71
Discussion paper / Centre for Economic Policy Research
70
Review of quantitative finance and accounting
70
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Discussion papers / CEPR
64
Discussion paper / Tinbergen Institute
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
International journal of forecasting
61
International journal of finance & economics : IJFE
59
The journal of finance : the journal of the American Finance Association
59
Journal of applied econometrics
58
Discussion paper
57
Journal of risk and financial management : JRFM
57
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ECONIS (ZBW)
15,661
EconStor
197
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
1
OLC EcoSci
1
RePEc
1
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1
Asset allocation and downside risk
Barber, Joel R.
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 268-284
Persistent link: https://www.econbiz.de/10012595970
Saved in:
2
A model-free identification of relative risk
Kuzmina, Olga
- In:
Economics letters
190
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
Saved in:
3
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
4
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
5
Different strokes by different folks : the dynamics of hedge fund systematic risk exposure and performance
Huang, Ying
;
Chen, Carl R.
;
Kato, Isamu
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 367-388
Persistent link: https://www.econbiz.de/10011747317
Saved in:
6
Parameter instability in mutual fund portofolio : a shiftimg regimes test
Bauer, Richard J.
;
Hays, Patrick A.
;
Upton, David E.
- In:
Quarterly journal of business and economics : QJBE
26
(
1987
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10003697667
Saved in:
7
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
8
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
9
GARCH models in value at risk estimation : empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Lipovina-Božović, Milena
; …
- In:
Economic research
30
(
2017
)
1,1
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
Saved in:
10
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
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