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Search: "Hollstein, Fabian"
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CAPM
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Hollstein, Fabian
14
Prokopczuk, Marcel
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Wese Simen, Chardin
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Nguyen, Duc Binh Benno
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Tharann, Björn
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
14
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1
How robust are empirical factor models to the choice of breakpoints?
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Voigts, Victoria
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-68
Persistent link: https://www.econbiz.de/10014490274
Saved in:
2
Managing the market portfolio
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Management science : journal of the Institute for …
69
(
2023
)
6
,
pp. 3675-3696
Persistent link: https://www.econbiz.de/10014305756
Saved in:
3
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
4
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
5
Predictability in commodity markets : evidence from more than a century
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Tharann, Björn
; …
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392396
Saved in:
6
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
7
Estimating beta : the international evidence
Hollstein, Fabian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012521614
Saved in:
8
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
9
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
10
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
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