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Capital mobility and asset pri...
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441
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391
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354
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332
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328
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321
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318
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306
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1
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2469-2509
Persistent link: https://www.econbiz.de/10009689511
Saved in:
2
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
-
2011
Persistent link: https://www.econbiz.de/10009296395
Saved in:
3
Financial & investment strategies to captivate S&P 500 volatility premium
Garefalakis, Alexandros
;
Alexopoulos, George
; …
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10011867193
Saved in:
4
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
5
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
6
The equity premium and the volatility spread : the role of risk-neutral skewness
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tedongap, Roméo
-
2009
conditioning on skewness increases the predictive power of the volatility spread and that coefficient estimates accord with
theory
…
Persistent link: https://www.econbiz.de/10003852916
Saved in:
7
Essays on financial economics
Warusawitharana, Missaka
-
2006
Persistent link: https://www.econbiz.de/10003908769
Saved in:
8
A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel
;
Bouri, Abdelfettah
- In:
International journal of finance & banking studies : JJFBS
2
(
2013
)
4
,
pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
Saved in:
9
No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter
;
Pettit, R. Richardson
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
Saved in:
10
Composition of wealth, conditioning information, and the cross-section of stock returns
Roussanov, Nikolai
- In:
Journal of financial economics
111
(
2014
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10010255506
Saved in:
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