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subject:"Effizienzmarkthypothese"
~person:"Chevallier, Julien"
~subject:"Indexberechnung"
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Effizienzmarkthypothese
Indexberechnung
Aktienindex
5
Index
5
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5
Stock index
5
Index construction
4
Factor-DCC
3
Asset management
2
Capital income
2
Cross-market index
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
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Theorie
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Theory
2
ARCH model
1
ARCH-Modell
1
Commodity derivative
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Country risk
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Cross-volatility index
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Equi-correlation
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Equity index
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Erdöl
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Factor analysis
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Chevallier, Julien
Kappou, Konstantina
5
Aboura, Sofiane
4
Berneburg, Marian
4
Metghalchi, Massoud
4
Arnesen, Eric
3
Brooks, Chris
3
Hasan, Tanweer
3
Hayes, Linda A.
3
Merz, Frederic
3
Morck, Randall
3
Vaihekoski, Mika
3
Weaver, Daniel G.
3
Webb, Gwendolyn P.
3
Al-Khazali, Osamah
2
Balatti, Mirco
2
Borowski, Krzysztof
2
Bowers, Helen M.
2
Brandi, Vinicius Ratton
2
Chen, Doris
2
Chen, Honghui
2
Clements, Kenneth W.
2
Cusick, Philip A.
2
Dolvin, Steven D.
2
Dong, Huijian
2
Enninful, Kwesi
2
Febrian, Erie
2
Fethke, Tobias
2
Finnerty, Joseph
2
Fisher, Lawrence
2
Foltice, Bryan
2
Fung, Alexander Kwok-Wah
2
Greenwood, Robin
2
Gu, Anthony Yanxiang
2
Hasan, Shahriar
2
He, Xue-zhong
2
Heese, Viktor
2
Herwany, Aldrin
2
Hodoshima, Jiro
2
Ivanov, Stoyu I.
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International review of financial analysis
2
Economic modelling
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
A new weighting-scheme for equity indexes
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
54
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011878211
Saved in:
2
A cross-volatility index for hedging the country risk
Aboura, Sofiane
;
Chevallier, Julien
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 25-41
Persistent link: https://www.econbiz.de/10011475158
Saved in:
3
Cross-market volatility index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
42
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
Saved in:
4
Cross-market index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economic modelling
40
(
2014
),
pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
Saved in:
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