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accessRights:"restricted"
~person:"Fabozzi, Frank J."
~person:"Garcia, René"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
46
Theory
46
Portfolio selection
23
Portfolio-Management
23
Capital income
12
Estimation
10
Risikoprämie
10
Risk premium
10
Schätzung
10
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8
Forecasting model
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English
12
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Fabozzi, Frank J.
Garcia, René
Gupta, Rangan
10
Nieuwerburgh, Stijn van
10
Wang, Yudong
10
Kacperczyk, Marcin
7
Nonejad, Nima
7
Prokopczuk, Marcel
7
Wohar, Mark E.
7
Auer, Benjamin R.
6
Dai, Zhifeng
6
González Sánchez, Mariano
6
Ledoit, Olivier
6
Pedersen, Lasse Heje
6
Tamoni, Andrea
6
Wolf, Michael
6
Aboura, Sofiane
5
Albuquerque, Rui
5
Almeida, Caio
5
Ardison, Kym
5
Aït-Sahalia, Yacine
5
Bouri, Elie
5
Engle, Robert F.
5
Gribisch, Bastian
5
Kang, Kyu Ho
5
Lettau, Martin
5
Li, Kai
5
Lustig, Hanno
5
Nagel, Stefan
5
Pan, Zhiyuan
5
Simonato, Jean-Guy
5
Wu, Chongfeng
5
Zaremba, Adam
5
Asai, Manabu
4
Bonaparte, Yosef
4
Caldeira, João F.
4
Chernov, Mikhail
4
Cooper, Ilan
4
De Nard, Gianluca
4
Demirer, Rıza
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Applied economics
2
International review of financial analysis
1
Journal of banking & finance
1
Research paper series / Swiss Finance Institute
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The journal of asset management
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ECONIS (ZBW)
12
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1
Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor
;
Garcia, René
;
Lewin, Marcelo
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662395
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
4
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
9
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
10
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
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