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Journal of financial economics
European journal of operational research : EJOR
3,470
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ECONIS (ZBW)
369
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1
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
2
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
3
Does ambiguity matter? : estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee
;
Kim, Hwagyun
;
Park, Joon Y.
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10011347485
Saved in:
4
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
Kan, Raymond
;
Wang, Xiaolu
;
Zheng, Xinghua
- In:
Journal of financial economics
155
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072280
Saved in:
5
Using genetic algorithms to find technical trading rules
Allen, Franklin
;
Karjalainen, Risto
- In:
Journal of financial economics
51
(
1999
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10001256193
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6
Do time-varying risk premiums explain labor market performance?
Chen, Long
;
Zhang, Lu
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 385-399
Persistent link: https://www.econbiz.de/10009242342
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7
Endogenous intermediation in over-the-counter markets
Babus, Ana
;
Hu, Tai-Wei
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 200-215
Persistent link: https://www.econbiz.de/10011751637
Saved in:
8
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
9
How does labor market size affect firm capital structure? : evidence from large plant openings
Kim, Hyunseob
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 277-294
Persistent link: https://www.econbiz.de/10012631976
Saved in:
10
When is time continuous?
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
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