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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Working Paper"
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Kapitaleinkommen
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Campbell, John Y.
25
Mitchell, Olivia S.
16
Poterba, James M.
16
Stambaugh, Robert F.
14
Ang, Andrew
13
Diebold, Francis X.
13
Cochrane, John H.
12
Brandt, Michael W.
11
Ferson, Wayne E.
11
Nieuwerburgh, Stijn van
11
Goetzmann, William N.
10
Harvey, Campbell R.
10
Lo, Andrew W.
10
Andersen, Torben
9
Aït-Sahalia, Yacine
9
Bekaert, Geert
9
Pástor, Ľuboš
9
Viceira, Luis M.
9
Warnock, Francis E.
9
Hong, Harrison G.
8
Lakonishok, Josef
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Lamont, Owen A.
8
Lustig, Hanno
8
Shleifer, Andrei
8
Shoven, John B.
8
Zhang, Lu
8
Bollerslev, Tim
7
Daniel, Kent
7
Ludvigson, Sydney C.
7
Maurer, Raimond
7
Santa-Clara, Pedro
7
Titman, Sheridan
7
Abel, Andrew B.
6
Chan, Louis K. C.
6
Choi, James J.
6
Cooper, Russell W.
6
Curcuru, Stephanie E.
6
Pedersen, Lasse Heje
6
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6
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23
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Rationalizing trading frequency and returns : maybe trading is good for you
Bonaparte, Yosef
;
Cooper, Russell W.
;
Sha, Mengli
-
2019
Persistent link: https://www.econbiz.de/10012028264
Saved in:
2
Rationalizing trading frequency and returns
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003976209
Saved in:
3
Tobin's q and asset returns : implications for business cycle analysis
Christiano, Lawrence J.
-
1995
Persistent link: https://www.econbiz.de/10000935808
Saved in:
4
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
5
Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001375822
Saved in:
6
Economic tracking portfolios
Lamont, Owen A.
-
1999
Persistent link: https://www.econbiz.de/10001378519
Saved in:
7
Rational contagion and the globalization of securities markets
Calvo, Guillermo
;
Mendoza, Enrique G.
-
1999
Persistent link: https://www.econbiz.de/10001390232
Saved in:
8
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
-
1999
Persistent link: https://www.econbiz.de/10001390251
Saved in:
9
Volatility managed portfolios
Moreira, Alan
;
Muir, Tyler
-
2016
Persistent link: https://www.econbiz.de/10011484111
Saved in:
10
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
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