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Search: subject_exact:"Beta-Faktor"
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Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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3
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
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4
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
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5
Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
Saved in:
6
The Beta factor in the REIT industry
Manda, Tamala Amelia
- In:
The journal of beta investment strategies
14
(
2023
)
2
,
pp. 43-60
Persistent link: https://www.econbiz.de/10014310045
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7
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
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8
Betas in the time of corona : a conditional CAPM approach using multivariate GARCH model for India
Jain, Sonali
- In:
Managerial finance
48
(
2022
)
2
,
pp. 243-257
Persistent link: https://www.econbiz.de/10013173288
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9
Low-risk investment strategy : sector bets or stock bets?
Peswani, Shilpa
;
Joshipura, Mayank
- In:
Managerial finance
48
(
2022
)
3
,
pp. 521-539
Persistent link: https://www.econbiz.de/10013173322
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10
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
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