RobHayward's tails [5 articles] Export

Recent papers added to RobHayward's library classified by the tag tails. You can also see everyone's tails.

	Beyond Sharpe ratio: Optimal asset allocation using different performance ratios [My Copy] Journal of Banking & Finance, Vol. 32, No. 10. (October 2008), pp. 2057-2063. by S. Farinelli, M. Ferreira, D. Rossello, M. Thoeny, L. Tibiletti posted to capm liquidity tails var by RobHayward on 2009-01-04 06:04:25 as
	Empirical properties of asset returns: stylized facts and statistical issues [My Copy] Quantitative Finance, Vol. 1, No. 2. (2001), pp. 223-236. by R. Cont posted to emh finance nonlinear tails time-series volatility by RobHayward on 2009-01-02 10:16:41 as along with 1 person pjaiprak
	The Equity Risk Premium: A Solution [My Copy] Journal of Monetary Economics, Vol. 22 (1988), pp. 117-131. by Thomas A. Rietz posted to behaviour capm equity erp option smile tails by RobHayward on 2008-09-24 16:11:06 as
	Crash-Neutral Currency Carry Trades [My Copy] (October 2007) by Jakub W. Jurek posted to hedge tails uip by RobHayward on 2008-09-19 09:31:33 as
	Testing for multiple regimes in the tail behavior of emerging currency returns [My Copy] Journal of International Money and Finance, Vol. In Press, Corrected Proof by Bertrand Candelon, Stefan Straetmans posted to fx risk tails by RobHayward on 2006-11-07 15:20:21 as

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finance	153
fx	148
behaviour	112
emh	62
bank	44
flow	39
momentum	38
bop	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
sentiment	28
volatility	28
equity	28
economics	25
uip	25
risk	25
information	23
agency	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
options	15
globalisation	14
derivative	13
business	13
reserves	13
expectations	12
smile	11
option	11
garch	11
money	11
open-economy	10
portfolio	10
forecast	9
liquidity	9
bond	8
fund	8
emu	8
credit	7
innovation	7
firm	7
time-series	7
macro	6
capital	6
regulation	5
china	5
stops	5
tails	5
ppp	5
beta	5
forward	4
oca	4
pension	4
sme	4
lop	4
nonlinear	4
sudden-stops	4
commodities	4
growth	3
technology	3
exchange	3
yield	3
merger	3
interest	3
hege	3
history	3
rates	3
overconfidence	3
intervention	3
var	3
game	3
demographics	3
education	3
saving	2
data	2
inflation	2
house	2
vol	2
survey	2
erp	2
lesiure	2
trade	2
private	2
bayesian	2
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fcf	2
bootstrap	2
imf	2
cds	2
outsourcing	2
fdi	2
nfa	2
property	1
news	1
labour	1
index	1
influence	1
kalman	1
ipo	1
general	1
experiment	1
biography	1
work	1
politics	1
cdo	1
theory	1
japan	1
sport	1
psychology	1
resources	1

RobHayward's tails [5 articles] Export

RobHayward's tags