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Quality policy and consumer behavior
Becker, Tilman - 1997
Persistent link: https://www.econbiz.de/10001328453
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Analyse der Zufallsgesetzmäßigkeit von Unterrenditen
Albrecht, Peter - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 585-602). 1994
Persistent link: https://www.econbiz.de/10001287540
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Idiosyncratic risk and mutual fund performance
Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Decision making and risk/return optimization in …, (pp. 349-372). 2019
Persistent link: https://www.econbiz.de/10012135878
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Forecasting risk and returns : CAPM model with belief functions
Sutthiporn Piamsuwannakit; Songsak Sriboonchitta - In: Econometrics of risk, (pp. 259-271). 2015
Persistent link: https://www.econbiz.de/10010498527
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The transition to investment-based social security when portfolio returns and capital profitability are uncertain
Feldstein, Martin S.; Ranguelova, Elena; Samwick, Andrew - In: Risk aspects of investment-based social security reform, (pp. 41-81). 2001
Persistent link: https://www.econbiz.de/10001567819
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The demise of size
Dimson, Elroy; Marsh, Paul - In: Security market imperfections in worldwide equity markets, (pp. 116-143). 2000
Persistent link: https://www.econbiz.de/10001506409
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"Absolute Return" : Theorie und Empirie am Beispiel der "Best of Two"-Strategie
Dichtl, Hubert; Schlenger, Christian - In: Risikomanagement und kapitalmarktorientierte …, (pp. 841-867). 2009
Persistent link: https://www.econbiz.de/10003861672
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The distribution of returns and risk forecasting
Bilson, John F. - In: Risk management : a modern perspective, (pp. 557-581). 2006
Persistent link: https://www.econbiz.de/10003271736
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Cross-sectional stock returns in the UK market : the role of liquidity risk
Hwang, Soosung; Lu, Chensheng - In: Forecasting expected returns in the financial markets, (pp. 191-213). 2007
Persistent link: https://www.econbiz.de/10003557977
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Implied volatility duration and the early resolution premium
Schlag, Christian; Thimme, Julian; Weber, Rüdiger - In: Essays in asset pricing, (pp. 1-77). 2018
We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high IVD corresponding to late resolution. Portfolio sorts on a large cross-section of stocks indicate that investors demand on average more than five percent return per year as a...
Persistent link: https://www.econbiz.de/10012665341