Can cooperative game theory solve the low-risk puzzle?-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Can cooperative game theory solve the low-risk puzzle?

Published:2018-10-21 Issue:2 Volume:24 Page:884-889
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Auer Benjamin R.¹²³,Hiller Tobias³

Affiliation:

1. Brandenburg University of Technology Cottbus-Senftenberg, Chair of Finance; Cottbus Germany

2. Research Network Area Macro, Money and International Finance; CESifo Munich; Munich Germany

3. Departments of Finance and Microeconomics; University of Leipzig; Leipzig Germany

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1696/fullpdf

Reference50 articles.

1. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001

2. The cross-section of volatility and expected returns;Ang;Journal of Finance,2006

3. High idiosyncratic volatility and low returns: International and further U.S. evidence;Ang;Journal of Financial Economics,2009

4. Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly;Baker;Financial Analysts Journal,2011

5. Capital market equilibrium in a mean-lower partial moment framework;Bawa;Journal of Financial Economics,1977

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Allocation of Portfolio Risk and Outside Options: Which is the Best Coalition Structure Value to Solve the Low-Risk Anomaly?;International Game Theory Review;2024-01-04

2. Varying weights of marginal contributions: One approach to solving the low-risk puzzle?;International Game Theory Review;2023-12-27

3. Shapley-based risk rankings: some theoretical considerations;International Review of Economics;2023-10-17

4. Portfolio structures: Can they contribute to solving the low‐risk puzzle?;Managerial and Decision Economics;2023-07-02

5. A New Credit and Loan Lending Strategy and Credit in Banking Systems: An Evolutionary Game Theory Approach;Journal of Applied Mathematics;2022-12-13

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3