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person:"Roll, Richard"
~subject:"Portfolio-Management"
~subject:"Share price"
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Roll, Richard
Ledoit, Olivier
18
Wolf, Michael
17
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12
Bekaert, Geert
11
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10
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9
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9
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5
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5
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5
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Journal of financial economics
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Review of asset pricing studies
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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Internationally correlated jumps
Pukthuanthong, Kuntara
;
Roll, Richard
-
2012
Persistent link: https://www.econbiz.de/10009765209
Saved in:
2
Internationally correlated jumps
Pukthuanthong, Kuntara
;
Roll, Richard
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 92-111
Persistent link: https://www.econbiz.de/10011318433
Saved in:
3
Volatility, correlation, and diversification in a multi-factor world
Roll, Richard
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
Saved in:
4
Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
76
(
2005
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10002821821
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