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:"Lakonishok, Josef"
~person:"Bollerslev, Tim"
~person:"Smith, Peter N."
~person:"Zhang, Lu"
~subject:"Risikoprämie"
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
Investing in talents : manager...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Capital income
214
Kapitaleinkommen
214
Theorie
82
Theory
82
Volatility
80
Volatilität
80
Börsenkurs
60
Share price
60
Estimation
56
Schätzung
56
Risk premium
48
USA
44
United States
44
Forecasting model
42
Prognoseverfahren
42
CAPM
39
Portfolio selection
36
Portfolio-Management
36
Aktienmarkt
33
Stock market
33
Time series analysis
24
Zeitreihenanalyse
24
Anlageverhalten
16
Behavioural finance
16
Risiko
14
Risk
14
Statistical distribution
13
Statistische Verteilung
13
Forecast
12
Prognose
12
Japan
11
Modellierung
11
Scientific modelling
11
Securities trading
11
Wertpapierhandel
11
ARCH model
10
ARCH-Modell
10
Business cycle
10
Konjunktur
10
more ...
less ...
Online availability
All
Free
33
Undetermined
5
Type of publication
All
Book / Working Paper
35
Article
13
Type of publication (narrower categories)
All
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
48
Author
All
Lakonishok, Josef
Bollerslev, Tim
Smith, Peter N.
Zhang, Lu
Zaremba, Adam
35
Zhou, Hao
26
Bali, Turan G.
22
Campbell, John Y.
21
Bekaert, Geert
20
Ludvigson, Sydney C.
17
Gupta, Rangan
16
Nitschka, Thomas
16
Garcia, René
15
Harvey, Campbell R.
15
Sarno, Lucio
15
Guo, Hui
14
Parker, Jonathan A.
14
Verdelhan, Adrien
13
Yogo, Motohiro
13
Long, Huaigang
12
Piazzesi, Monika
12
Subrahmanyam, Avanidhar
12
Valente, Giorgio
12
Wohar, Mark E.
12
Bansal, Ravi
11
Christiano, Lawrence J.
11
Lustig, Hanno
11
Menkhoff, Lukas
11
Ng, Serena
11
Prokopczuk, Marcel
11
Almeida, Caio
10
Cakici, Nusret
10
Fisher, Jonas D. M.
10
Scaillet, Olivier
10
Tamoni, Andrea
10
Tauchen, George Eugene
10
Zhou, Guofu
10
Ardison, Kym
9
Chen, Long
9
Hoerova, Marie
9
Moskowitz, Tobias J.
9
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Published in...
All
Discussion papers in economics
6
NBER working paper series
5
Journal of financial economics
4
NBER Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
ERID working paper
3
CREATES research paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
The review of financial studies
2
CAMA Working Paper Series Paper 22/2013
1
Fisher College of Business working paper series
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Review of finance : journal of the European Finance Association
1
Review of financial economics : RFE
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
Can stochastic discount factor models explain the cross-section of equity returns?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Review of financial economics : RFE
28
(
2016
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011579683
Saved in:
6
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
7
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
8
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
9
Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
International review of financial analysis
31
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010461541
Saved in:
10
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
