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USA 25 United States 25 Portfolio selection 18 Portfolio-Management 18 Capital market returns 17 Kapitalmarktrendite 17 Estimation 14 Schätzung 14 Börsenkurs 13 Share price 13 Capital income 12 Kapitaleinkommen 12 Theorie 12 Theory 12 CAPM 10 Volatility 10 Volatilität 10 Anlageverhalten 9 Behavioural finance 9 Welt 9 World 9 Investment Fund 8 Investmentfonds 8 Risiko 7 Risk 7 Aktienmarkt 6 Stock market 6 Yield curve 6 Zinsstruktur 6 Credit risk 5 Institutional investor 5 Institutioneller Investor 5 Kreditrisiko 5 Forecasting model 4 Hedge fund 4 Hedgefonds 4 Prognoseverfahren 4 Risikoprämie 4 Risk premium 4 Correlation 3
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Undetermined 31
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Article 64
Type of publication (narrower categories)
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Article in journal 64 Aufsatz in Zeitschrift 64
Language
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English 64
Author
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Blake, Christopher R. 2 Doshi, Hitesh 2 Elton, Edwin J. 2 Fama, Eugene F. 2 Gruber, Martin Jay 2 Heston, Steven L. 2 Jacobs, Kris 2 Kuntara Pukthuanthong 2 Kōnstantinidēs, Giōrgos 2 Avramov, Doron 1 Babaoğlu, Kadir 1 Baker, Malcolm 1 Balduzzi, Pierluigi 1 Bali, Turan G. 1 Bena, Jan 1 Berk, Jonathan B. 1 Berndt, Antje 1 Beyhaghi, Mehdi 1 Brennan, Michael J. 1 Brown, Stephen J. 1 Busse, Jeffrey A. 1 Cakici, Nusret 1 Campbell, John Y. 1 Cao, Charles Q. 1 Capponi, Agostino 1 Chaderina, Maria 1 Chapman, David A. 1 Chen, Andrew Y. 1 Chen, Zhihua 1 Chen, Zhuo 1 Chiang, I-hsuan Ethan 1 Chordia, Tarun 1 Christensen, Peter Ove 1 Christoffersen, Peter F. 1 Chung, Kee H. 1 Cici, Gjergji 1 Connor, Gregory 1 Dittmar, Robert F. 1 Doran, James S. 1 Duffie, Darrell 1
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Review of asset pricing studies 64
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ECONIS (ZBW) 64
Showing 1 - 10 of 64
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Beta bubbles
Jylhä, Petri; Suominen, Matti; Tomunen, Tuomas - In: Review of asset pricing studies 8 (2018) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10012001522
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Aggregate tail risk and expected returns
Chapman, David A.; Gallmeyer, Michael F.; Martin, J. Spencer - In: Review of asset pricing studies 8 (2018) 1, pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
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Hedge fund holdings and stock market efficiency
Cao, Charles Q.; Liang, Bing; Lo, Andrew W.; Petrasek, … - In: Review of asset pricing studies 8 (2018) 1, pp. 77-116
Persistent link: https://www.econbiz.de/10012001539
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Do hedge funds possess private information about IPO stocks? : evidence from post-IPO holdings
Qian, Hong; Zhong, Zhaodong - In: Review of asset pricing studies 8 (2018) 1, pp. 117-152
Persistent link: https://www.econbiz.de/10012001543
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A performance comparison of large-n factor estimators
Chen, Zhuo; Connor, Gregory; Korajczyk, Robert A. - In: Review of asset pricing studies 8 (2018) 1, pp. 153-182
Persistent link: https://www.econbiz.de/10012001545
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Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir; Christoffersen, Peter F.; Heston, … - In: Review of asset pricing studies 8 (2018) 2, pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
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Long-horizon returns
Fama, Eugene F.; French, Kenneth Ronald - In: Review of asset pricing studies 8 (2018) 2, pp. 232-252
Persistent link: https://www.econbiz.de/10012002182
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How aggregate volatility-of-volatility affects stock returns
Hollstein, Fabian; Prokopczuk, Marcel - In: Review of asset pricing studies 8 (2018) 2, pp. 253-292
Persistent link: https://www.econbiz.de/10012002205
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Nonlocal disadvantage : an examination of social media sentiment
Giannini, Robert; Irvine, Paul; Shu, Tao - In: Review of asset pricing studies 8 (2018) 2, pp. 293-336
Persistent link: https://www.econbiz.de/10012002223
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A general equilibrium model of the value premium with time-varying risk premia
Chen, Andrew Y. - In: Review of asset pricing studies 8 (2018) 2, pp. 337-374
Persistent link: https://www.econbiz.de/10012002307
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