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CAPM
Portfolio-Management
52,266
Portfolio selection
51,920
Volatility
44,149
Volatilität
43,884
Theorie
39,863
Theory
39,282
Aktienmarkt
29,456
Stock market
29,339
Börsenkurs
22,418
Share price
22,160
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19,998
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19,949
Schätzung
14,268
Estimation
13,952
Anlageverhalten
12,239
Behavioural finance
12,092
Welt
11,809
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11,792
World
11,652
ARCH model
11,611
Risk
11,003
USA
10,963
Risiko
10,949
Hedging
10,771
United States
10,611
Prognoseverfahren
7,043
Forecasting model
6,957
Risikomanagement
6,852
Risk management
6,657
Finanzmarkt
6,356
Optionspreistheorie
6,294
Financial market
6,251
Stochastischer Prozess
6,239
Option pricing theory
6,184
Stochastic process
6,152
Wechselkurs
6,049
Investmentfonds
5,969
Exchange rate
5,933
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5,897
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Free
2,688
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2,196
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127
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Zaremba, Adam
68
Fabozzi, Frank J.
46
Campbell, John Y.
32
Ferson, Wayne E.
30
Bekaert, Geert
28
Bali, Turan G.
27
Cakici, Nusret
26
Lo, Andrew W.
26
Cochrane, John H.
25
Guo, Hui
25
Kelly, Bryan T.
24
Hull, John
23
Blitz, David
22
He, Xue-zhong
22
Jarrow, Robert A.
21
Ang, Andrew
20
Lee, Cheng F.
20
Sehgal, Sanjay
20
Zhang, Lu
19
Bansal, Ravi
18
Guidolin, Massimo
18
Harvey, Campbell R.
18
Hens, Thorsten
18
Christoffersen, Peter F.
17
Kogan, Leonid
17
Polk, Christopher
17
Stambaugh, Robert F.
17
Aït-Sahalia, Yacine
16
Nitschka, Thomas
16
Satchell, Stephen
16
Sentana, Enrique
16
Yogo, Motohiro
16
Chiarella, Carl
15
Faff, Robert W.
15
Jacobs, Kris
15
Kakushadze, Zura
15
Malamud, Semyon
15
Veronesi, Pietro
15
Başak, Suleyman
14
Bossaerts, Peter L.
14
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National Bureau of Economic Research
123
Federal Reserve Bank of St. Louis
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Institute of Finance and Accounting <London>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
MASTER CONSULTORES
3
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
European Commission / Directorate-General for Education, Youth, Sport and Culture
2
Federal Reserve System / Division of Research and Statistics
2
Instituto Valenciano de Investigaciones Económicas
2
Lunds Universitet / Nationalekonomiska Institutionen
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Stanford Institute for Economic Policy Research
2
University of California Los Angeles / Department of Economics
2
University of Chicago / Center for Research in Security Prices
2
Université de Lausanne / École des Hautes Études Commerciales
2
Western Finance Association
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
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American Institute of Certified Public Accountants
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Association for Investment Management and Research
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Aston Bond SA <Lugano>
1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
C.E.P.R. Discussion Papers
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Deutsche Forschungsgemeinschaft
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
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Finance research letters
128
Journal of banking & finance
126
Journal of financial economics
122
NBER working paper series
120
Working paper / National Bureau of Economic Research, Inc.
108
Journal of empirical finance
98
International review of financial analysis
83
NBER Working Paper
83
Management science : journal of the Institute for Operations Research and the Management Sciences
76
International review of economics & finance : IREF
66
Pacific-Basin finance journal
63
The review of financial studies
58
Journal of economic dynamics & control
57
The journal of finance : the journal of the American Finance Association
56
Journal of international financial markets, institutions & money
53
Applied economics
52
Economic modelling
50
Research paper series / Swiss Finance Institute
50
International journal of theoretical and applied finance
47
The North American journal of economics and finance : a journal of financial economics studies
47
Quantitative finance
44
Journal of financial and quantitative analysis : JFQA
43
The European journal of finance
42
Journal of econometrics
41
Journal of investment management : JOIM
39
Discussion papers / CEPR
38
The journal of asset management
38
Economics letters
37
Research in international business and finance
37
Annals of finance
36
European journal of operational research : EJOR
36
Finance and stochastics
34
The journal of portfolio management : a publication of Institutional Investor
34
International journal of economics and finance
33
Journal of risk and financial management : JRFM
33
Review of quantitative finance and accounting
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Working paper
32
Applied economics letters
30
Swiss Finance Institute Research Paper
30
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Source
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ECONIS (ZBW)
7,535
EconStor
31
RePEc
29
OLC EcoSci
6
Showing
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10
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7,601
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date (oldest first)
1
Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V.
;
Fabozzi, Francesco A.
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 178-201
Persistent link: https://www.econbiz.de/10012504326
Saved in:
2
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
3
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
4
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
5
Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C.
- In:
Research in international business and finance
47
(
2019
),
pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
Saved in:
6
Random walk and modelling stock return : evidence from international stock markets
Enow, Samuel Tabot
- In:
International Journal of Research in Business and …
12
(
2023
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10014323343
Saved in:
7
Combining low-
volatility
and momentum : recent evidence from the Nordic equities
Grobys, Klaus
;
Fatmy, Veda
;
Rajalin, Topias
- In:
Applied economics
57
(
2025
)
26
,
pp. 3543-3559
Persistent link: https://www.econbiz.de/10015442989
Saved in:
8
African equity markets' exposure to oil and other commodities : implications for global portfolio diversification
Alagidede, Imhotep Paul
;
Boako, Gideon
;
Sjo, Bo
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 288-315
Persistent link: https://www.econbiz.de/10012496689
Saved in:
9
Herding behaviour towards high order systematic risks and the contagion effect : evidence from BRICS stock markets
Zhang, Yi
;
Zhou, Long
;
Liu, Zhidong
;
Wu, Baoxiu
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015133602
Saved in:
10
Asymmetric
volatility
and conditional expected returns : evidence from emerging market sectors
Al Refai, Hisham M.
;
Eissa, Mohamed Abdelaziz
;
Zeitun, Rami
- In:
International journal of emerging markets
12
(
2017
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10011760771
Saved in:
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