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USA
Theorie
108
Theory
108
United States
96
Capital income
71
Kapitaleinkommen
71
Portfolio selection
57
Portfolio-Management
57
Estimation
45
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45
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44
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43
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31
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31
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28
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28
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28
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28
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26
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24
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20
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18
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15
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15
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15
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15
Ankündigungseffekt
11
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11
Announcement effect
11
Behavioural finance
11
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43
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24
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69
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69
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69
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24
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English
95
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Brandt, Michael W.
34
Santa-Clara, Pedro
20
Beber, Alessandro
10
Metrick, Andrew
9
Kavajecz, Kenneth A.
8
Edelen, Roger M.
7
Blume, Marshall E.
6
Choi, James J.
6
Laibson, David I.
6
Diebold, Francis X.
5
Binsbergen, Jules H. van
4
Ghysels, Eric
4
Géczy, Christopher
4
Madrian, Brigitte C.
4
Stambaugh, Robert F.
4
Valkanov, Rossen I.
4
Gompers, Paul A.
3
Kang, Qiang
3
Koijen, Ralph S. J.
3
Luisi, Maurizio
3
Pástor, Ľuboš
3
Valkanov, Rossen
3
Bollerslev, Tim
2
Chalmers, John M. R.
2
Ferreira, Miguel A.
2
Gervais, Simon
2
Ishii, Joy L.
2
Kadlec, Gregory B.
2
Keim, Donald B.
2
Musto, David K.
2
Reed, Adam V.
2
Wachter, Jessica
2
Yan, Shu
2
Yaron, Amir
2
Yasuda, Ayako
2
Andersen, Torben
1
Anderson, Torben G.
1
Aruoba, S. Borağan
1
Baker, Malcolm
1
Barroso, Pedro
1
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Rodney L. White Center for Financial Research
51
International Center for Financial Asset Management and Engineering
1
National Bureau of Economic Research
1
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Working papers / Rodney L. White Center for Financial Research
50
Working paper / National Bureau of Economic Research, Inc.
14
Journal of financial and quantitative analysis : JFQA
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Discussion paper / Centre for Economic Policy Research
2
The review of economics and statistics
2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
95
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1
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
4
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
5
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
6
Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve
Brandt, Michael W.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022631
Saved in:
7
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
8
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
Saved in:
9
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
10
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
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