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~subject:"Capital income"
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Capital income
Theorie
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Theory
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Risk
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Diebold, Francis X.
72
Campbell, John Y.
64
Bali, Turan G.
62
Gupta, Rangan
61
Bollerslev, Tim
56
Bekaert, Geert
51
Stambaugh, Robert F.
51
Timmermann, Allan
51
Harvey, Campbell R.
44
Guidolin, Massimo
40
Lettau, Martin
40
Zaremba, Adam
36
Ferson, Wayne E.
35
McAleer, Michael
35
Andersen, Torben
33
Fabozzi, Frank J.
33
Nieuwerburgh, Stijn van
32
Zhou, Guofu
31
Pesaran, M. Hashem
29
McMillan, David G.
28
Ludvigson, Sydney C.
27
Caporale, Guglielmo Maria
26
Madan, Dilip B.
26
Yu, Jianfeng
25
Zhang, Lu
25
Cochrane, John H.
24
Kacperczyk, Marcin
24
Li, Kai
24
Lo, Andrew W.
24
Gil-Alaña, Luis A.
23
Satchell, Stephen
23
Cotter, John
22
Brandt, Michael W.
21
Brown, Stephen J.
21
Cakici, Nusret
21
Garcia, René
21
Kogan, Leonid
21
Lux, Thomas
21
Tamoni, Andrea
21
Zhou, Hao
21
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Birkbeck College / Department of Economics
6
The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Svenska Handelshögskolan <Helsinki>
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Institute of Finance and Accounting <London>
3
University of Canterbury / Dept. of Economics and Finance
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Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Harvard Institute of Economic Research
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Innocenzo Gasparini Institute for Economic Research <Mailand>
2
International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds / Western Hemisphere Department
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Massachusetts Institute of Technology / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
University of Toronto / Department of Economics
2
Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
2
Universität Mannheim
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Finance Association
1
Associazione Operatori Bancari in Titoli
1
Australien / Division of Regional Development
1
Banca Commerciale Italiana <Mailand>
1
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NBER working paper series
269
Working paper / National Bureau of Economic Research, Inc.
230
Finance research letters
221
Journal of financial economics
209
NBER Working Paper
209
Journal of banking & finance
188
Journal of empirical finance
174
International review of financial analysis
135
International review of economics & finance : IREF
108
The journal of finance : the journal of the American Finance Association
103
Applied economics
101
The review of financial studies
96
The European journal of finance
94
The North American journal of economics and finance : a journal of financial economics studies
89
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Journal of financial and quantitative analysis : JFQA
84
Economics letters
83
Pacific-Basin finance journal
75
Review of quantitative finance and accounting
75
Discussion paper / Centre for Economic Policy Research
74
Applied economics letters
73
Applied financial economics
68
Journal of econometrics
67
Journal of economic dynamics & control
66
Research in international business and finance
66
Journal of international financial markets, institutions & money
65
Research paper series / Swiss Finance Institute
64
Economic modelling
60
Journal of risk and financial management : JRFM
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Working paper
56
International journal of forecasting
52
Journal of financial markets
52
Journal of forecasting
52
Journal of international money and finance
48
Finance and economics discussion series
47
The journal of asset management
46
The journal of real estate finance and economics
44
CESifo working papers
43
International journal of economics and finance
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ECONIS (ZBW)
13,044
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1
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13,044
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date (oldest first)
1
Optimal insurance portfolio
risk
-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
2
Portfolio optimization : a multi-period model with dynamic
risk
preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
3
An extraction and analysis of the return
risk
of real estate industry : (based on value at
risk
based on Markov approach)
Zolfaghari, Mahdi
;
Faghihiyan, Fatemeh
- In:
Journal of urban economics and management : a quarterly …
6
(
2018
)
23
,
pp. 35-54
Persistent link: https://www.econbiz.de/10011901409
Saved in:
4
Jointly forecasting the value-at-
risk
and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
5
Tail
risk
forecasting with semiparametric regression models by incorporating overnight information
Chen, Cathy W. S.
;
Koike, Takaaki
;
Shau, Wei-Hsuan
- In:
Journal of forecasting
43
(
2024
)
5
,
pp. 1492-1512
Persistent link: https://www.econbiz.de/10015108416
Saved in:
6
Robust tracking error portfolio selection with worst-case downside
risk
measures
Ling, Aifan
;
Sun, Jie
;
Yang, Xiaoguang
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
Saved in:
7
Optimal portfolio selection with maximal
risk
adjusted return
Wang, Yue
;
Qiu, Zhijian
;
Qu, Xiaomei
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1035-1040
Persistent link: https://www.econbiz.de/10011716547
Saved in:
8
Volatility vs. downside
risk
: optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
9
Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
Saved in:
10
Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar
;
Mascarenhas, Edward
- In:
International journal of business excellence : IJBEX
25
(
2021
)
4
,
pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Saved in:
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