//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Almeida, Caio"
~source:"econis"
~subject:"Capital market returns"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Almeida, Caio Ibsen Rodrigues de"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Risikoprämie
18
Risk premium
18
Yield curve
16
Zinsstruktur
16
Capital income
15
Kapitaleinkommen
15
Theorie
14
Theory
14
Option pricing theory
12
Optionspreistheorie
12
Brasilien
11
Brazil
11
Risiko
11
Risk
11
CAPM
10
Forecasting model
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Prognoseverfahren
10
Börsenkurs
9
Risikomaß
9
Risk measure
9
Share price
9
Estimation
8
Portfolio selection
8
Portfolio-Management
8
Schätzung
8
Estimation theory
7
Kapitalmarktrendite
7
Schätztheorie
7
Volatility
6
Volatilität
6
Hedge fund
5
Hedgefonds
5
Statistical distribution
5
Statistische Verteilung
5
Discounting
4
Diskontierung
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Almeida, Caio
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
3
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Vicente, José Valentim Machado
2
Bali, Turan G.
1
Fang, Elaine
1
Jacobs, Kris
1
Ricca, Bernardo
1
Tessari, Cristina
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Research paper series / Swiss Finance Institute
1
Revista Brasileira de Finanças : RBFin
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
2
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
3
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
4
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
5
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:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->