//--> //--> //--> //-->
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:"Auer, Benjamin R."
~person:"Kumar, Dilip"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
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: subject_exact:"Rendite"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
49
Kapitaleinkommen
49
Volatility
26
Volatilität
26
Estimation
23
Schätzung
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
18
Portfolio-Management
18
Forecasting model
15
Prognoseverfahren
15
Theorie
13
Theory
13
Börsenkurs
12
Share price
12
CAPM
11
Estimation theory
11
Schätztheorie
11
Aktienmarkt
9
Stock market
9
Ausreißer
6
Forecast evaluation
6
Outliers
6
Time series analysis
6
Volatility modeling
6
Zeitreihenanalyse
6
Exchange rate
5
Hedge fund
5
Hedgefonds
5
India
5
Indien
5
Wechselkurs
5
Welt
5
World
5
Deutschland
4
Germany
4
Hedge funds
4
Investment Fund
4
Investmentfonds
4
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article
Aufsatz in Zeitschrift
Article in journal
51
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
47
German
4
Author
All
Auer, Benjamin R.
Kumar, Dilip
Gupta, Rangan
121
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Demirer, Rıza
35
Pierdzioch, Christian
35
Wang, Yudong
35
Brooks, Robert
34
Caporale, Guglielmo Maria
33
Chiang, Thomas C.
33
Sehgal, Sanjay
33
Zhang, Wei
33
Titman, Sheridan
32
Nguyen, Duc Khuong
31
Timmermann, Allan
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
more ...
less ...
Published in...
All
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Global business review
3
The journal of prediction markets
3
Theoretical economics letters
3
Applied economics
2
Decision
2
Finance research letters
2
Financial markets and portfolio management
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of quantitative economics
2
American journal of finance and accounting
1
Applied financial economics
1
Corporate finance / Biz
1
Die Betriebswirtschaft : DBW
1
Economic modelling
1
Emerging markets review
1
Energy economics
1
Financial analysts' journal : FAJ
1
IIMB management review
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics & business
1
Journal of financial reporting & accounting : JFRA
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Margin: the journal of applied economic research
1
Research in international business and finance
1
Review of economics
1
Studies in economics and finance
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Predictive view of the value relevance of earnings in India
Bashir, Hajam Abid
;
Bansal, Manish
;
Kumar, Dilip
- In:
Journal of financial reporting & accounting : JFRA
21
(
2023
)
5
,
pp. 937-957
Persistent link: https://www.econbiz.de/10014504656
Saved in:
2
Cloning mutual fund returns
Auer, Benjamin R.
;
Schuhmacher, Frank
;
Niemann, Sebastian
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 31-37
Persistent link: https://www.econbiz.de/10014431851
Saved in:
3
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
Saved in:
4
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
5
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
6
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
Saved in:
7
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
8
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
9
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
10
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->