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Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
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Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
Tu, Jun; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 959-987
Persistent link: https://www.econbiz.de/10008732896
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Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-216
Persistent link: https://www.econbiz.de/10006698102
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Is There an Intertemporal Relation between Downside Risk and Expected Returns?
Bali, Turan G.; Demirtas, K.Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-910
Persistent link: https://www.econbiz.de/10008333859
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Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns
Bali, Turan G.; Demirtas, K.Ozgur; Tehranian, Hassan - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 657-684
Persistent link: https://www.econbiz.de/10008107065
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Idiosyncratic Volatility and the Cross Section of Expected Returns
Bali, Turan G.; Cakici, Nusret - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10007981041
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Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
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Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.; Murray, Scott - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
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Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.; Demirtas, K. Ozgur; Tehranian, Hassan - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 657-684
Persistent link: https://www.econbiz.de/10003757790