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Time-varying risk premium in large cross-sectional equidity datasets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2011
We develop an econometric methodology to infer the path of risk premia from large unbalanced panel of individual stock returns. We estimate the time-varying risk premia implied by conditional linear asset pricing models where the conditioning includes instruments common to all assets and asset...
Persistent link: https://www.econbiz.de/10009313026
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Time-varying risk premium in large cross-sectional equity datasets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2015 - This version: October 2015
Persistent link: https://www.econbiz.de/10009564595
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Skill, scale, and value creation in the mutual fund industry
Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 601-638
Persistent link: https://www.econbiz.de/10012796523
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Der Oktober-Crash 1987 : Analysen, Lehren, Folgerungen für das Investment- und Trustbanking
Hirszowicz, Christine (ed.) - 1989
Persistent link: https://www.econbiz.de/10000081730
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Systemrisiken auf Finanzmärkten : unter besonderer Berücksichtigung der Märkte für Derivate
Varnholt, Burkhard - 1995
Persistent link: https://www.econbiz.de/10013417894
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Shareholder-value und Eigenkapitalkosten von Banken
Behm, Ulrich - 1994
Persistent link: https://www.econbiz.de/10013417915
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Wertmanagement von Banken
Strutz, Eric - 1993
Persistent link: https://www.econbiz.de/10013417916
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On investment performance and corporate governance
Nowak, Eric - 1997
Persistent link: https://www.econbiz.de/10000964172
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Is industrial production still the dominant factor for the US economy?
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2017
Persistent link: https://www.econbiz.de/10011731242