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subject:"Risiko"
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Risiko
Theorie
411
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411
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111
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111
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100
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100
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91
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Caporin, Massimiliano
2
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Journal of empirical finance
Insurance / Mathematics & economics
252
European journal of operational research : EJOR
234
Economics letters
162
Journal of economic theory
138
Journal of risk and uncertainty : JRU
126
Journal of economic dynamics & control
109
Journal of banking & finance
96
Management science : journal of the Institute for Operations Research and the Management Sciences
94
Risks : open access journal
88
Journal of economic behavior & organization : JEBO
77
American journal of agricultural economics
73
Economic modelling
68
Finance research letters
68
Theory and decision : an international journal for multidisciplinary advances in decision science
67
Journal of monetary economics
66
Journal of mathematical economics
58
European economic review : EER
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Finance and stochastics
53
Journal of financial economics
53
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
51
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48
Energy economics
48
The American economic review
48
International review of economics & finance : IREF
47
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
47
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
International economic review
46
Applied economics letters
45
Scandinavian actuarial journal
45
The review of financial studies
45
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
43
Review of economic dynamics
43
International journal of production research
41
International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research
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Journal of public economics
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ECONIS (ZBW)
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1
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
2
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
3
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
4
Policy risk and insider trading
Akbulut, Mehmet E.
;
Ucar, Erdem
- In:
Journal of empirical finance
72
(
2023
),
pp. 341-353
Persistent link: https://www.econbiz.de/10014476864
Saved in:
5
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
6
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
7
The non-linear trade-off between return and risk and its determinants
Cotter, John
;
Salvador, Enrique
- In:
Journal of empirical finance
67
(
2022
),
pp. 100-132
Persistent link: https://www.econbiz.de/10013464378
Saved in:
8
Investment, idiosyncratic risk, and growth options
Liu, Clark
;
Wang, Shujing
- In:
Journal of empirical finance
61
(
2021
),
pp. 118-138
Persistent link: https://www.econbiz.de/10012693244
Saved in:
9
Household portfolio allocation, uncertainty, and risk
Brown, Sarah
;
Gray, Daniel
;
Harris, Mark N.
;
Spencer, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 96-117
Persistent link: https://www.econbiz.de/10013258727
Saved in:
10
Risk optimizations on basis portfolios : the role of sorting
Fays, Boris
;
Papageorgiou, Nicolas A.
;
Lambert, Marie
- In:
Journal of empirical finance
63
(
2021
),
pp. 136-163
Persistent link: https://www.econbiz.de/10013258989
Saved in:
11
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
12
Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Journal of empirical finance
59
(
2020
),
pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
Saved in:
13
Beta dispersion and market timing
Kuntz, Laura-Chloé
- In:
Journal of empirical finance
59
(
2020
),
pp. 235-256
Persistent link: https://www.econbiz.de/10012437978
Saved in:
14
Information uncertainty and the pricing of liquidity
Kang, Wenjin
;
Li, Nan
;
Zhang, Huiping
- In:
Journal of empirical finance
54
(
2019
),
pp. 77-96
Persistent link: https://www.econbiz.de/10012174817
Saved in:
15
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
16
Optimal granularity for portfolio choice
Branger, Nicole
;
Lučivjanská, Katarína
; …
- In:
Journal of empirical finance
50
(
2019
),
pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
Saved in:
17
Information uncertainty and target valuation in mergers and acquisitions
Li, Lin
;
Tong, Wilson H.
- In:
Journal of empirical finance
45
(
2018
),
pp. 84-107
Persistent link: https://www.econbiz.de/10012102443
Saved in:
18
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
19
Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming
- In:
Journal of empirical finance
46
(
2018
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
Saved in:
20
"On the (Ab)use of Omega?"
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
- In:
Journal of empirical finance
46
(
2018
),
pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
Saved in:
21
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
22
Return expectations and risk aversion heterogeneity in household portfolios
Bucciol, Alessandro
;
Miniaci, Raffaele
;
Pastorello, Sergio
- In:
Journal of empirical finance
40
(
2017
),
pp. 201-219
Persistent link: https://www.econbiz.de/10011745022
Saved in:
23
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
24
Systemic risk with endogenous loss given default
IJtsma, Pieter
;
Spierdijk, Laura
- In:
Journal of empirical finance
44
(
2017
),
pp. 145-157
Persistent link: https://www.econbiz.de/10011818007
Saved in:
25
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
26
Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis
;
Vozlyublennaia, Nadia
- In:
Journal of empirical finance
37
(
2016
),
pp. 282-292
Persistent link: https://www.econbiz.de/10011663061
Saved in:
27
Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan
;
Wang, Peng
- In:
Journal of empirical finance
38
(
2016
),
pp. 221-235
Persistent link: https://www.econbiz.de/10011663298
Saved in:
28
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
29
Consumption risk and the cross-section of government bond returns
Abhyankar, Abhay
;
Klinkowska, Olga
;
Lee, Soyeon
- In:
Journal of empirical finance
32
(
2015
),
pp. 180-200
Persistent link: https://www.econbiz.de/10011556815
Saved in:
30
Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
31
The dispersion effect in international stock returns
Leippold, Markus
;
Lohre, Harald
- In:
Journal of empirical finance
29
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10011300459
Saved in:
32
Production efficiency uncertainty and corporate credit risk : structural form credit model perspectives
Chen, Tsung-Kang
;
Liaob, Hsien-Hsing
;
Chen, Wei-Lun
- In:
Journal of empirical finance
29
(
2014
),
pp. 266-280
Persistent link: https://www.econbiz.de/10011300467
Saved in:
33
Is consumption risk priced in the stock market?
Semenov, Andrei
- In:
Journal of empirical finance
26
(
2014
),
pp. 112-130
Persistent link: https://www.econbiz.de/10010472000
Saved in:
34
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea
;
Almeida, Helena Tenório Veiga de
- In:
Journal of empirical finance
26
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Saved in:
35
Comoment risk and stock returns
Lambert, M.
;
Hübner, G.
- In:
Journal of empirical finance
23
(
2013
),
pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
Saved in:
36
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
37
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
38
Predicting systematic risk : implications from growth options
Jacquier, Eric
;
Titman, Sheridan
;
Yalçın, Atakan
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 991-1005
Persistent link: https://www.econbiz.de/10009267228
Saved in:
39
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
40
A primer on hedge funds
Fung, William
;
Hsieh, David A.
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001426369
Saved in:
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