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CAPM
Theorie
53
Theory
53
Risikoprämie
42
Risk premium
42
Capital income
32
Kapitaleinkommen
32
Yield curve
30
Zinsstruktur
30
Risiko
29
Risk
29
Option pricing theory
27
Optionspreistheorie
27
Estimation
22
Schätzung
21
Volatility
21
Volatilität
21
Börsenkurs
18
Forecasting model
18
Portfolio selection
18
Portfolio-Management
18
Prognoseverfahren
18
Share price
18
Estimation theory
17
Schätztheorie
17
Stochastic process
14
Stochastischer Prozess
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Brasilien
12
Brazil
12
Option trading
10
Optionsgeschäft
10
Anlageverhalten
8
Behavioural finance
8
Hedge fund
8
Hedgefonds
8
Statistical distribution
8
Statistische Verteilung
8
Anleihe
6
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17
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13
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13
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
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English
26
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Almeida, Caio
13
Schneider, Paul
13
Garcia, René
4
Mijatović, Aleksandar
3
Wagner, Christian
2
Zechner, Josef
2
Akat, Muzaffer
1
Anthropelos, Michail
1
Ardison, Kym
1
Brandão, Diego
1
Cordeiro, Fernando
1
Engel, Pedro
1
Fang, Elaine
1
Faria, Adriano
1
Filipović, Damir
1
Kubudi, Daniela
1
Leal, Laura Simonsen
1
Ornelas, Rafael
1
Papanicolaou, George
1
Ricca, Bernardo
1
Sandulescu, Mirela
1
Tessari, Cristina
1
Trojani, Fabio
1
Valente, João Paulo
1
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Research paper series / Swiss Finance Institute
7
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
6
Journal of financial economics
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
CFS Working Paper
1
CFS working paper series
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Revista Brasileira de Finanças : RBFin
1
Swiss Finance Institute Research Paper
1
Working paper series / Financial Econometrics Research Centre
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ECONIS (ZBW)
26
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1
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
Saved in:
2
Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
Saved in:
3
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Faria, Adriano
;
Ornelas, Rafael
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10011538973
Saved in:
4
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
5
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
6
Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012210606
Saved in:
7
Measuring long run risks for Brazil
Brandão, Diego
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 145-183
Persistent link: https://www.econbiz.de/10012210621
Saved in:
8
Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries
Engel, Pedro
;
Almeida, Caio
;
Valente, João Paulo
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 321-355
Persistent link: https://www.econbiz.de/10012129516
Saved in:
9
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
10
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
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