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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
60
Theory
60
Portfolio selection
41
Portfolio-Management
41
Capital income
35
USA
34
United States
34
Volatilität
34
Volatility
33
Schätztheorie
22
Estimation theory
21
Exchange rate
18
Wechselkurs
18
Government securities
17
Staatspapier
17
Aktienmarkt
16
Stock market
16
Estimation
15
Schätzung
15
Impact assessment
13
Wirkungsanalyse
13
Börsenkurs
12
Share price
12
Ankündigungseffekt
11
Announcement effect
11
Risikoprämie
11
Risk premium
11
CAPM
10
Derivat
10
Derivative
10
Discounting
9
Diskontierung
9
Dividend
9
Dividende
9
Dynamische Wirtschaftstheorie
9
Economic dynamics
9
Firm value
9
Forecasting model
9
Interest rate
9
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26
Article
9
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12
Working Paper
12
Graue Literatur
11
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English
35
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Brandt, Michael W.
35
Santa-Clara, Pedro
8
Diebold, Francis X.
7
Beber, Alessandro
5
Kang, Qiang
5
Chapman, David A.
4
Goyal, Amit
4
Stroud, Jonathan R.
3
Valkanov, Rossen I.
3
Binsbergen, Jules H. van
2
Luisi, Maurizio
2
Aït-Sahalia, Yacine
1
Cen, Jason
1
Kavajecz, Kenneth A.
1
Storud, Jonathan
1
Valkanov, Rossen
1
Wang, Kevin Q.
1
Zeng, Qi
1
Zhang, Lu
1
van Binsbergen, Jules H.
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National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
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Working paper / National Bureau of Economic Research, Inc.
7
NBER working paper series
6
NBER Working Paper
5
Review of finance : journal of the European Finance Association
2
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial economics
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Journal of monetary economics
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The journal of business : B
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ECONIS (ZBW)
35
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1
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
2
Time-varying risk aversion and unexpected inflation
Brandt, Michael W.
;
Wang, Kevin Q.
- In:
Journal of monetary economics
50
(
2003
)
7
,
pp. 1457-1498
Persistent link: https://www.econbiz.de/10001817498
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
4
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
Saved in:
5
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
6
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
7
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
8
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
-
2004
Persistent link: https://www.econbiz.de/10002485076
Saved in:
9
A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
Saved in:
10
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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