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subject:"CAPM"
~person:"Demirer, Rıza"
~subject:"Theory of preferences"
~subject:"risk aversion"
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Theory of preferences
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Demirer, Rıza
Doepke, Matthias
10
Zilibotti, Fabrizio
10
Bommier, Antoine
9
Liu, Hening
9
Falk, Armin
8
Stark, Oded
8
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Caldara, Dario
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Cerreia-Vioglio, Simone
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Götte, Lorenz
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Kamstra, Mark J.
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Levy, Haim
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Levy, Moshe
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Ma, Chenghu
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1
On the hedging benefits of REITs : the role of risk aversion and market states
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics and Business Letters : EBL
10
(
2021
)
2
,
pp. 126-132
Persistent link: https://www.econbiz.de/10012547941
Saved in:
2
Time-varying risk aversion and currency excess returns
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410703
Saved in:
3
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
4
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
5
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
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