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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"The American economic review"
~subject:"Risk premium"
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Search: subject_exact:"Portfolioanalyse"
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Risk premium
Portfolio selection
582
Portfolio-Management
582
Theorie
347
Theory
347
Risiko
138
Risk
138
Risikomanagement
112
Risikomaß
112
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91
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91
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44
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44
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41
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Ilmanen, Antti
3
Moskowitz, Tobias J.
3
Asness, Cliff
2
Israel, Ronen
2
Lustig, Hanno
2
Aiolfi, Marco
1
Bakosova, Petra
1
Canna, Gabriele
1
Centrone, Francesca
1
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1
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1
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1
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1
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1
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1
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1
Kalesnik, Vitali
1
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1
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1
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1
Laeven, Roger J. A.
1
Lee, Rachel
1
Li, Danping
1
Liang, Zongxia
1
Maloney, Thomas
1
Muralidhar, Arun S.
1
Nendel, Max
1
Nieuwerburgh, Stijn van
1
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1
Qiao, Xiao
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Insurance / Mathematics & economics
Journal of investment management : JOIM
The American economic review
Journal of financial economics
30
Journal of banking & finance
28
Working paper / National Bureau of Economic Research, Inc.
21
International review of economics & finance : IREF
19
NBER working paper series
17
International review of financial analysis
16
NBER Working Paper
16
Journal of empirical finance
15
Finance research letters
14
The journal of asset management
14
Discussion papers / CEPR
13
Discussion paper / Centre for Economic Policy Research
11
Journal of international financial markets, institutions & money
11
Journal of economic dynamics & control
10
The review of financial studies
10
Working paper
10
Journal of financial and quantitative analysis : JFQA
9
Journal of financial markets
9
Pacific-Basin finance journal
9
Research paper series / Swiss Finance Institute
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of portfolio management : a publication of Institutional Investor
9
Applied economics
8
Review of quantitative finance and accounting
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Working papers on finance
8
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of portfolio management : JPM
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of finance & economics : IJFE
6
Journal of international money and finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
SAFE working paper
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
Applied economics letters
5
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ECONIS (ZBW)
19
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1
Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 89-116
Persistent link: https://www.econbiz.de/10012815069
Saved in:
2
Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10012793922
Saved in:
3
A decomposition of general premium principles into risk and deviation
Nendel, Max
;
Riedel, Frank
;
Schmeck, Maren Diane
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012622389
Saved in:
4
How do factor premia vary over time? : a century of evidence
Ilmanen, Antti
;
Israel, Ronen
;
Lee, Rachel
;
Moskowitz, …
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 15-57
Persistent link: https://www.econbiz.de/10013164702
Saved in:
5
Return predictability and market-timing : a one-month model
Hull, Blair
;
Qiao, Xiao
;
Bakosova, Petra
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 47-64
Persistent link: https://www.econbiz.de/10012111022
Saved in:
6
Ratings versus spreads as indicators of price risk
Fridson, Martin S.
;
Yavuz, Begum Ipek
;
Zhao, Kai
;
Yu, Yan
- In:
Journal of investment management : JOIM
17
(
2019
)
4
,
pp. 42-50
Persistent link: https://www.econbiz.de/10012254322
Saved in:
7
Don't get carried away : uncovering macro characteristics in carry portfolios
Aiolfi, Marco
;
Tokat-Acikel, Yesim
- In:
Journal of investment management : JOIM
17
(
2019
)
4
,
pp. 70-88
Persistent link: https://www.econbiz.de/10012254331
Saved in:
8
Establishing ESG as risk premia
Pollard, Julia
;
Sherwood, Matthew W.
;
Klobus, Ryan Grad
- In:
Journal of investment management : JOIM
16
(
2018
)
1
,
pp. 32-43
Persistent link: https://www.econbiz.de/10011915407
Saved in:
9
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
10
Market timing : sin a little resolving the valuation timing puzzle
Asness, Cliff
;
Ilmanen, Antti
;
Maloney, Thomas
- In:
Journal of investment management : JOIM
15
(
2017
)
3
,
pp. 23-40
Persistent link: https://www.econbiz.de/10011914783
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