nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Conditional tail-risk in cryptocurrency markets
|
Borri, Nicola |
|
2019 |
50 |
C |
p. 1-19 |
artikel |
2 |
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
|
Lee, Deok-Hyeon |
|
2019 |
50 |
C |
p. 43-56 |
artikel |
3 |
Dynamic portfolio allocation with time-varying jump risk
|
Zhou, Chunyang |
|
2019 |
50 |
C |
p. 113-124 |
artikel |
4 |
Editorial Board
|
|
|
2019 |
50 |
C |
p. ii |
artikel |
5 |
Improved method for detecting acquirer fixed effects
|
de Bodt, Eric |
|
2019 |
50 |
C |
p. 20-42 |
artikel |
6 |
In search of the optimal number of fund subgroups
|
Yan, Cheng |
|
2019 |
50 |
C |
p. 78-92 |
artikel |
7 |
Optimal granularity for portfolio choice
|
Branger, Nicole |
|
2019 |
50 |
C |
p. 125-146 |
artikel |
8 |
Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions
|
Chen, Hung-Ling |
|
2019 |
50 |
C |
p. 93-112 |
artikel |
9 |
The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market
|
Liu, Clark |
|
2019 |
50 |
C |
p. 57-77 |
artikel |