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CAPM
Theorie
732,578
Theory
717,668
Portfolio-Management
52,015
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51,669
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43,996
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43,732
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Campbell, John Y.
61
Zaremba, Adam
61
Stambaugh, Robert F.
53
Cochrane, John H.
52
Fabozzi, Frank J.
51
Jarrow, Robert A.
49
Bali, Turan G.
45
Bekaert, Geert
43
Ferson, Wayne E.
41
Zhang, Lu
41
Lo, Andrew W.
40
Hens, Thorsten
38
Jagannathan, Ravi
38
He, Xue-zhong
37
Harvey, Campbell R.
35
Zhou, Guofu
34
Kelly, Bryan T.
33
Hansen, Lars Peter
32
Bansal, Ravi
30
Madan, Dilip B.
30
Yaron, Amir
29
Zin, Stanley E.
29
Chiarella, Carl
28
Kan, Raymond
28
Kogan, Leonid
28
Lee, Cheng F.
28
Bossaerts, Peter L.
27
Cakici, Nusret
27
Hull, John
27
Pástor, Ľuboš
27
Robotti, Cesare
27
Satchell, Stephen
27
Schlag, Christian
27
Shiller, Robert J.
27
Ang, Andrew
26
Gagliardini, Patrick
26
Aït-Sahalia, Yacine
25
Başak, Suleyman
25
Gouriéroux, Christian
25
Guidolin, Massimo
25
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
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University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Erasmus Research Institute of Management
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Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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Centre for Analytical Finance <Århus>
4
Centre for Economic Policy Research
4
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Stanford Institute for Economic Policy Research
3
Université de Lausanne / École des Hautes Études Commerciales
3
Université de Montréal / Département de sciences économiques
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
European Commission / Directorate-General for Education, Youth, Sport and Culture
2
Federal Reserve Bank of New York
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Lunds Universitet / Nationalekonomiska Institutionen
2
University of British Columbia / Finance Division
2
University of California Los Angeles / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
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NBER working paper series
258
Journal of financial economics
225
Working paper / National Bureau of Economic Research, Inc.
213
Journal of banking & finance
195
NBER Working Paper
194
The journal of finance : the journal of the American Finance Association
183
The review of financial studies
165
Finance research letters
154
Journal of economic dynamics & control
142
Journal of empirical finance
133
Management science : journal of the Institute for Operations Research and the Management Sciences
105
International review of financial analysis
99
Journal of financial and quantitative analysis : JFQA
94
Economics letters
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
Research paper series / Swiss Finance Institute
82
International review of economics & finance : IREF
81
International journal of theoretical and applied finance
71
Journal of monetary economics
69
Applied economics
66
Discussion paper / Centre for Economic Policy Research
64
Journal of econometrics
64
Economic modelling
62
Journal of international financial markets, institutions & money
61
Finance and stochastics
60
The North American journal of economics and finance : a journal of financial economics studies
60
Pacific-Basin finance journal
59
Journal of economic theory
58
Discussion papers / CEPR
57
Journal of international money and finance
57
Review of quantitative finance and accounting
57
Working paper
55
Quantitative finance
51
The European journal of finance
51
Annals of finance
50
Swiss Finance Institute Research Paper
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
European journal of operational research : EJOR
45
Journal of investment management : JOIM
45
The journal of futures markets
45
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ECONIS (ZBW)
13,559
EconStor
52
RePEc
15
OLC EcoSci
8
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1
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
2
Factor high-frequency based
volatility
(HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
3
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
4
Pricing, dynamics, and determinants of illiquidity risks : international evidence
Saad, Mohsen M.
;
Samet, Anis
- In:
Emerging markets review
23
(
2015
),
pp. 124-147
Persistent link: https://www.econbiz.de/10011304170
Saved in:
5
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
8
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
9
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
10
Risk conception and evaluation in Taiwan financial markets
Jan, Ying-Ching
- In:
Inventi impact: emerging economies
(
2015
)
3
,
pp. 180-191
Persistent link: https://www.econbiz.de/10011404333
Saved in:
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