//--> //--> //-->
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
~accessRights:"free"
~person:"Santa-Clara, Pedro"
~subject:"Kapitaleinkommen"
~subject:"Risk"
~type_genre:"Working Paper"
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
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risk
Portfolio selection
6
Portfolio-Management
6
Theorie
5
Theory
5
Capital income
3
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
CAPM
2
1974-2002
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
Devisenmarkt
1
Earnings announcement
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Exchange rate
1
Financial analysis
1
Finanzanalyse
1
Forecasting model
1
Foreign exchange market
1
Gewinnprognose
1
Nutzenfunktion
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Share price
1
Simulation
1
Stock market
1
USA
1
United States
1
Utility function
1
Wechselkurs
1
Welt
1
World
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
3
Author
All
Santa-Clara, Pedro
Caporale, Guglielmo Maria
21
Guidolin, Massimo
14
Plastun, Alex
14
Kräussl, Roman
12
Weigert, Florian
12
Brooks, Robin
11
Del Negro, Marco
10
Härdle, Wolfgang
9
Lucas, André
9
Schulmeister, Stephan
8
Agarwal, Vikas
7
Bekaert, Geert
7
Cotter, John
7
Engle, Robert F.
7
Gil-Alaña, Luis A.
7
He, Xue-zhong
7
Jondeau, Eric
7
Ślepaczuk, Robert
7
Ammann, Manuel
6
Blake, David
6
Dapena, José P.
6
Gil-Bazo, Javier
6
Gollier, Christian
6
Kelly, Bryan T.
6
Kraft, Holger
6
Ledoit, Olivier
6
McAleer, Michael
6
Spagnolo, Nicola
6
Titman, Sheridan
6
Wachter, Jessica
6
Aït-Sahalia, Yacine
5
Boadway, Robin W.
5
Clare, Andrew D.
5
Csóka, Péter
5
Galvani, Valentina
5
Heathcote, Jonathan
5
Kempf, Alexander
5
Perri, Fabrizio
5
Ruenzi, Stefan
5
Schröder, Michael
5
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two trees : asset price dynamics induced by market clearing
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
-
2003
Persistent link: https://www.econbiz.de/10001852332
Saved in:
2
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
3
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
-
2004
Persistent link: https://www.econbiz.de/10002485076
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->