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CAPM
Theorie
132
Theory
127
Volatility
73
Volatilität
71
Schätztheorie
60
Estimation theory
57
ARCH model
51
ARCH-Modell
51
Portfolio-Management
50
Risikomaß
50
Portfolio selection
49
Risk measure
49
Schätzung
48
Estimation
47
Kapitaleinkommen
43
Risikomanagement
43
Risk
42
Capital income
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Risiko
41
Forecasting model
37
Prognoseverfahren
37
Risk management
37
Welt
33
USA
32
World
32
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30
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Finanzkrise
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United States
30
Zeitreihenanalyse
30
Time series analysis
29
Correlation
23
Korrelation
23
Exchange rate
22
Wechselkurs
22
Value-at-Risk
19
Systemic risk
16
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English
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Boudt, Kris
13
Ardia, David
4
Laurent, Sébastien
4
Daníelsson, Jón
3
Lu, Wanbo
3
Peeters, Benedict
3
Croux, Christophe
2
Francq, Christian
2
Wauters, Marjan
2
Zigrand, Jean-Pierre
2
Algaba, Andres
1
Aloy, Marcel
1
Blasques, F.
1
Bouamara, Nabil
1
Cornelissen, Jonathan
1
Cornilly, Dries
1
Darolles, Serge
1
Dragun, Kirill
1
Huang, Guanglin
1
Laly, Floris
1
Lecourt, Christelle
1
Sauri, Orimar
1
Thewissen, James
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Journal of econometrics
2
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
2
Discussion paper / LSE Financial Markets Group
1
Discussion papers
1
Economic modelling
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Factor investing : from traditional to alternative risk premia
1
Finance : revue de l'Association Française de Finance
1
Finance research letters
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
KBI
1
Recent econometric techniques for macroeconomic and financial data
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
19
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1
Multivariate stochastic volatility : simulated likelihood estimation
Daníelsson, Jón
-
1994
Persistent link: https://www.econbiz.de/10000902080
Saved in:
2
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003358716
Saved in:
3
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory : official journal of the Society for …
35
(
2008
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003654377
Saved in:
4
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
5
The sustainability of mean-variance and mean-tracking error efficient portfolios
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2012
Persistent link: https://www.econbiz.de/10009673600
Saved in:
6
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
7
Higher order comoments of multifactor models and asset allocation
Boudt, Kris
;
Lu, Wanbo
;
Peeters, Benedict
- In:
Finance research letters
13
(
2015
),
pp. 225-233
Persistent link: https://www.econbiz.de/10011552528
Saved in:
8
Generalized financial ratios to predict the equity premium
Algaba, Andres
;
Boudt, Kris
- In:
Economic modelling
66
(
2017
),
pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
Saved in:
9
The alpha and beta of equity hedge UCITS funds : implications for momentum investing
Bouamara, Nabil
;
Boudt, Kris
;
Peeters, Benedict
; …
- In:
Factor investing : from traditional to alternative risk …
,
(pp. 415-446)
.
2017
Persistent link: https://www.econbiz.de/10011796460
Saved in:
10
Smart beta and CPPI performance
Ardia, David
;
Boudt, Kris
;
Wauters, Marjan
- In:
Finance : revue de l'Association Française de Finance
37
(
2016
)
3
,
pp. 31-65
Persistent link: https://www.econbiz.de/10011820649
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