Pages that link to "Item:Q5455561"
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The following pages link to Common risk factors in the returns on stocks and bonds (Q5455561):
Displaying 50 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Comparing series of rankings with ties by using complex networks: an analysis of the Spanish stock market (IBEX-35 index) (Q258462) (← links)
- Power-weighted densities for time series data (Q288591) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Seasonality and idiosyncratic risk in mutual fund performance (Q297003) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Value investor anomaly: return enhancement by portfolio replication -- an empiric portfolio strategy analysis (Q300854) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Bayesian dynamic financial networks with time-varying predictors (Q395955) (← links)
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis (Q426635) (← links)
- Default risk and equity returns: evidence from the Taiwan equities market (Q436945) (← links)
- Variance trading and market price of variance risk (Q469575) (← links)
- The nonlinear price dynamics of U.S. equity ETFs (Q473234) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Does the information content of payout initiations and omissions influence firm risks? (Q473247) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- The dynamic power law model (Q482073) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (Q529761) (← links)
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- On the estimation of asset pricing models using univariate betas (Q631271) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Lead-lag effects in Australian industry portfolios (Q651382) (← links)
- A forecasting model for stock market diversity (Q665777) (← links)
- Beliefs regarding fundamental value and optimal investing (Q666434) (← links)
- Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
