6 research outputs found
Asset Pricing with Heterogeneous and Constrained Investors
- Author
- A Beber
- A Buffa
- A Fostel
- A Fostel
- A Lioui
- A Sandroni
- B Dyugan-Bump
- D Vanayos
- E Boehmer
- F Massari
- G Chabakauri
- G Chabakauri
- H Chen
- J Borovi?ckaborovi?cka
- J Cochrane
- J Cvitani�ccvitani�c
- J Detemple
- J Hugonnier
- K Diether
- L Blume
- L Kogan
- L Kogan
- L Kogan
- Lei Shi
- M Brunnermeier
- M Gallmeyer
- N Bloom
- N Branger
- N Dau
- N G�rleanu
- O Rytchkov
- P Dindo
- R Battalio
- R Lucas
- S Basak
- S Basak
- S Basak
- X Liu
- Yajun Xiao
- Z He
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Explaining the Pre-Announcement Drift
- Author
- A B Abel
- A Blinder
- A Buraschi
- A Cieslak
- A Cieslak
- A Fisher
- A S Blinder
- B Biais
- B Dumas
- C Gao
- C Ying
- C Ying
- D O Lucca
- F Akbas
- G X Hu
- H Ai
- H Ai
- H S Bhamra
- J A Wachter
- J C Stein
- J Chae
- J J Jones
- J Scheinkman
- J W Borovi�cka
- K Back
- M J Brennan
- M Jaroci�nskijaroci�nski
- M Leombroni
- M W M Donders
- O Boguth
- P Carr
- P Savor
- P Savor
- R S Gurkaynak
- S Balsam
- S J Grossman
- S R Grenadier
- T Bollerslev
- T Laarits
- T Matheson
- U P�stor
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Perturbation Methods for Markov-Switching DSGE Models
- Author
- A Blake
- Andrew T. Foerster
- B Buchberger
- C Sims
- D Cox
- Daniel F. Waggoner
- E Aldrich
- E Becker
- E Leeper
- F Bianchi
- F Bianchi
- F Schorfheide
- Fedea Cepr
- G Amisano
- G Lombardo
- G Tauchen
- H Bi
- H Uhlig
- J Borovi? Cka
- J Fernandez-Villaverde
- J Fern�ndez-Villaverde
- J Fern�ndez-Villaverde
- J Hamilton
- Juan Francisco Rubio-Ramirez
- K Judd
- K Judd
- L Svensson
- M Andreasen
- M H Holmes
- M S Santos
- N Bloom
- O Costa
- P Gomme
- P Klein
- R Clarida
- R Farmer
- S Aruoba
- S Cho
- S Schmitt-Grohe
- T Davig
- T Davig
- T Davig
- T Lubik
- Tao A. Zha
- Z Liu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Systematic Disaster Concern
- Author
- Alan Kraus
- Allan M Malz
- Allaudeen Hameed
- Andrew Ang
- Andrew Ang
- Borovi� Cka
- Bryan Kelly
- Campbell R Harvey
- Chabi-Yo
- David Shimko
- Douglas T Breeden
- Emi Nakamura
- Eugene F Fama
- Fang Liu
- Fischer Black
- Fran�ois Gourio
- Fran�ois Longin
- G Karolyi
- George Gao
- George Gao
- Gur Huberman
- Hui Chen
- James H Stock
- Jay F Coughenour
- Jessica A Wachter
- Joel Hasbrouck
- John C Cox
- Lei Jiang
- Lubo? P�stor
- Mark M Carhart
- Peter Christo�ersen
- Philippe Jorion
- Richard Roll
- Robert C Merton
- Robert J Barro
- Robert J Barro
- Robert J Barro
- Sang Seo
- Sergey Dubynskiy
- Stephen A Ross
- Stephen A Ross
- Stephen Figlewski
- Tarun Chordia
- Thomas A Rietz
- Tim Bollerslev
- Tim Bollerslev
- Tim Bollerslev
- Turan G Bali
- Van Oordt
- Xavier Gabaix
- Xavier Gabaix
- Yongmiao Hong
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Variance Asymmetry Managed Portfolios
- Author
- P�stor
- A Ang
- A J Patton
- A Moreira
- A Neuberger
- A W Lo
- B Feunou
- B Han
- B I Jacobs
- C A Ball
- C S Jones
- D E Rapach
- D S Bates
- D S Bates
- D T Breeden
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- F A Sortino
- G Bakshi
- G Bakshi
- G Barone-Adesi
- G Bekaert
- I Martin
- I Martin
- I Welch
- J Borovi� Cka
- J H Stock
- J Pan
- L Benzoni
- L G Epstein
- L Schubert
- L W Macmillan
- M Cremers
- M Kilic
- M Lettau
- M M Carhart
- N G�rleanu
- N P Bollen
- O Kadan
- P C Andreou
- P Carr
- P Dennis
- R Bansal
- R C Merton
- R Kan
- R Kozhan
- S Figlewski
- S G Kou
- S L Heston
- S Ross
- T Bollerslev
- T G Andersen
- T G Bali
- Xiaoxiao Tang
- Z He
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
A Factor Structure for Implied Volatility
- Author
- Adrian Buss
- Adrian Buss
- An
- Andrew Ang
- Bj�rn Eraker
- Borovi� Cka
- Christian Jensen
- Cli�ord A Ball
- David E Rapach
- David S Bates
- David S Bates
- David S Bates
- Douglas T Breeden
- Driessen
- Du� E
- Eugene F Fama
- Eugene F Fama
- Eugene F Fama
- Fang Liu
- Fang Liu
- Fischer Black
- Fran�ois Longin
- G Schwert
- Gurdip Bakshi
- Gurdip Bakshi
- Gurdip Bakshi
- Gurdip Bakshi
- Ian Martin
- Ian Martin
- James H Stock
- Jin-Chuan Duan
- John C Cox
- John C Cox
- Kaushik I Amin
- Kewei Hou
- Mark M Carhart
- Mihaela Serban
- Nai-Fu Chen
- Nicholas J Higham
- Nicolae G�rleanu
- Nicolas P B Bollen
- Ohad Kadan
- Ohad Kadan
- Ohad Kadan
- Oliver Ledoit
- Peter Christo�ersen
- Philippe Jorion
- Richard Roll
- Robert C Merton
- Robert C Merton
- Robert C Merton
- Robert C Merton
- Robert F Engle
- Shu Yan
- Stephen A Ross
- Stephen A Ross
- Stephen A Ross
- Torben G Anderson
- Turan G Bali
- Vasanttilak Naik
- Vasiliki D Skintzi
- Xiaoxiao Tang
- Xiaoxiao Tang
- Yongmiao Hong
- Yuhang Xing
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study