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High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Tax-efficient asset management : evidence from equity mutual funds
Sialm, Clemens; Zhang, Hanjiang - 2015
Persistent link: https://www.econbiz.de/10010518681
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Essays on reversal and momentum patterns in stock markets : evidence from the U.S. and Europe
Hühn, Hannah Lea - 2015
Persistent link: https://www.econbiz.de/10011442858
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Skewness and its impact on financial markets
Regele, Tobias Ulrich Joachim - 2015
Persistent link: https://www.econbiz.de/10011443065
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Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius - In: Essays on empirical asset pricing, dynamic asset …, (pp. 69-96). 2013
Persistent link: https://www.econbiz.de/10010412570
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Shortfal aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - 2014
Persistent link: https://www.econbiz.de/10010395183
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The cross-section of risk and returns
Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - In: The review of financial studies 33 (2020) 5, pp. 1927-1979
Persistent link: https://www.econbiz.de/10012244727
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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - In: The review of financial studies 31 (2018) 7, pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - 2018
Persistent link: https://www.econbiz.de/10011861957