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Nowhere to run, nowhere to hide : asset diversification in a flat world
Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2019
Persistent link: https://www.econbiz.de/10012115038
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Rational infinitely lived asset prices must be non-stationary
Roll, Richard - In: Journal of banking & finance 26 (2002) 6, pp. 1093-1097
Persistent link: https://www.econbiz.de/10001670758
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A critique of the asset pricing theoryʹs tests
Roll, Richard - 1976
Persistent link: https://www.econbiz.de/10002702231
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Volatility, correlation, and diversification in a multi-factor world
Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
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Margin exceedences for European stock index futures using extreme value theory
Cotter, John - In: Journal of banking & finance 25 (2001) 8, pp. 1475-1502
Persistent link: https://www.econbiz.de/10001594010
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Modelling catastrophic risk in international equity markets : an extreme value approach
Cotter, John - In: Applied financial economics letters 2 (2006) 1, pp. 13-17
Persistent link: https://www.econbiz.de/10003301507
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Local government land-use allocation in the wake of a property tax limitation
Gabriel, Stuart A. - 1980
Persistent link: https://www.econbiz.de/10001441764
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The demise of California reconsidered : interstate migration over the economic cycle
Gabriel, Stuart A. - In: Economic review : an annual report of the Economic … (1995), pp. 30-45
Persistent link: https://www.econbiz.de/10001191566
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Credit rationing and the demand for owner-occupied housing
Rosenthal, Stuart S. - In: Journal of urban economics 30 (1991) 1, pp. 48-63
Persistent link: https://www.econbiz.de/10001163098
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Adjustable-rate mortgages, household mobility, and homeownership : a simulation study
Gabriel, Stuart A. - In: The journal of real estate finance and economics 7 (1993) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10001169489