//--> //--> //-->
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:"Kofman, Paul"
~subject:"Portfolio-Management"
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:"Koedijk, Kees"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Capital income
2
Kapitaleinkommen
2
Portfolio selection
2
1990-2005
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
Bivariate Student-t correlation
1
CAPM
1
Conditional correlation
1
Correlation
1
Korrelation
1
Risiko
1
Risk
1
Stock index
1
Stock market
1
Theorie
1
Theory
1
Truncated correlation
1
Volatility
1
Volatilität
1
Welt
1
World
1
correlation
1
downside risk
1
extreme returns
1
international equity markets
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Forschungsbericht
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
2
Author
All
Kofman, Paul
Koedijk, Kees
18
Slager, Alfred
10
Campbell, Rachel
4
Koedijk, Kees C. G.
3
Kole, Erik
3
Stork, Philip
3
Verbeek, Marno
3
Forbes, Catherine Scipione
2
Huisman, Ronald
2
Jansen, Dennis W.
2
Stork, Philip A.
2
Vries, Casper G. de
2
Bauer, Rob
1
Dam, Jacob Willem van
1
Eichholtz, Piet
1
Huang, Hung-Hsi
1
Pownall, Rachel A. J.
1
Roon, Frans de
1
more ...
less ...
Published in...
All
Journal of empirical finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Diversification metldown or the impact of fat tails on conditional correlation?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
-
2003
Persistent link: https://www.econbiz.de/10001892119
Saved in:
2
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->