//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"CAPM"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Behavioural finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Beta risk estimator"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Behavioural finance
Beta risk
16
Betafaktor
16
Aktienmarkt
6
Estimation
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
Stock market
6
Capital income
5
Kapitaleinkommen
5
Theorie
5
Theory
5
Risiko
4
Risk
4
Immobilienmarkt
3
Real estate market
3
Risikoprämie
3
Risk premium
3
Welt
3
World
3
Aktienindex
2
Beta
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
Zustandsraummodell
2
beta
2
ARCH model
1
ARCH-Modell
1
Amihud illiquidity measure
1
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model averaging with stochastic break betas and stochastic break volatility (BMA-SBB-SBV)
1
Beta spillovers
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Alhenawi, Yasser
1
Alonso-Conde, Ana Belén
1
An, Yunbi
1
Arshad, Shaista
1
Dobbs, Ian M.
1
Du, Jiangze
1
Ferrero-Pozo, Ricardo
1
Hassan, M. Kabir
1
Huang, Ho-chuan
1
Huang, MeiChi
1
Insana, Alessandra
1
Jayasinghe, Prabhath
1
Jiang, Chonghui
1
Lambert, Marie
1
Liow, Kim Hiang
1
McNevin, Bruce D.
1
Newell, Graeme
1
Nix, Joan
1
Platania, Federico
1
Rizvi, Syed Aun Raza
1
Rojo-Suárez, Javier
1
Tsui, Albert K.
1
Venkataraman, Sree Vinutha
1
Zhang, Jinqing
1
Zhang, Zhaoyong
1
Zhou, Jian
1
more ...
less ...
Published in...
All
Economic modelling
International journal of finance & economics : IJFE
Journal of financial economics
22
Journal of empirical finance
17
Applied economics
16
International review of financial analysis
16
Applied financial economics
15
Finance research letters
15
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
13
International review of economics & finance : IREF
13
The journal of investing
13
The journal of portfolio management : a publication of Institutional Investor
13
Journal of financial and quantitative analysis : JFQA
11
Review of quantitative finance and accounting
9
Applied economics letters
8
International journal of economics and finance
8
Investment management and financial innovations
8
Journal of banking & finance
8
Journal of international financial markets, institutions & money
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of emerging market finance
7
Journal of investment management : JOIM
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
The review of financial studies
7
European financial management : the journal of the European Financial Management Association
6
Journal of risk and financial management : JRFM
6
NBER Working Paper
6
The empirical economics letters : a monthly international journal of economics
6
The journal of asset management
6
The journal of real estate finance and economics
6
Working paper / National Bureau of Economic Research, Inc.
6
Emerging markets, finance and trade : EMFT
5
Global finance journal
5
International Journal of Financial Studies : open access journal
5
Journal of econometrics
5
Journal of international money and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
2
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
Saved in:
3
Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the CAPM in the UK equity market?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012814339
Saved in:
4
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
Saved in:
5
Does systematic risk change when markets close? : an analysis using stocks' beta
Insana, Alessandra
- In:
Economic modelling
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013348240
Saved in:
6
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
7
The macroeconomic drivers in hedge fund beta management
Lambert, Marie
;
Platania, Federico
- In:
Economic modelling
91
(
2020
),
pp. 65-80
Persistent link: https://www.econbiz.de/10012429017
Saved in:
8
Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza
;
Arshad, Shaista
- In:
Economic modelling
70
(
2018
),
pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
Saved in:
9
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.
;
Nix, Joan
- In:
Economic modelling
68
(
2018
),
pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Saved in:
10
Real estate global beta and spillovers : an international study
Liow, Kim Hiang
;
Newell, Graeme
- In:
Economic modelling
59
(
2016
),
pp. 297-313
Persistent link: https://www.econbiz.de/10011647847
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->