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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~person:"Andriosopoulos, Dimitris"
~person:"Prokopczuk, Marcel"
~subject:"Kapitaleinkommen"
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Estimation theory
Schätzung
Kapitaleinkommen
Theorie
7
Theory
7
CAPM
4
Capital income
4
Beta
3
Beta risk
3
Betafaktor
3
Estimation
3
Risikoprämie
3
Risk premium
3
Commodities
2
Commodity derivative
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Persistence
2
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2
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Rohstoffderivat
2
Ambiguity
1
Analysis of variance
1
Bank regulation
1
Bank risk
1
Bankenregulierung
1
Bankrisiko
1
Behavioral
1
Buy-and-hold returns
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Börsenkurs
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Commodity exchange
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Credit risk
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Curve
1
Decision under uncertainty
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Disagreement
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Distance to default
1
Entscheidung unter Unsicherheit
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Factor analysis
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Factor models
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Faktorenanalyse
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Andriosopoulos, Dimitris
Prokopczuk, Marcel
Hollstein, Fabian
3
Jacobsen, Ben
3
Marquering, Wessel A.
3
Okunev, John
3
Chang, Eric Chieh
2
Chiang, Raymond
2
Christiansen, Charlotte
2
Chue, Timothy K.
2
Clare, Andrew D.
2
Faff, Robert W.
2
Hautsch, Nikolaus
2
Huang, Roger D.
2
Jo, Hoje
2
Kaeck, Andreas
2
Kamstra, Mark J.
2
Kramer, Lisa A.
2
Lee, Bong-soo
2
Levi, Maurice D.
2
Li, Junye
2
Liu, Xiaochun
2
Ma, Jun
2
Min, Byoung-Kyu
2
Priestley, Richard
2
Rösch, Daniel
2
Satchell, Stephen
2
Symeonidis, Lazaros
2
Taylor, Stephen
2
Thomas, Stephen
2
Wese Simen, Chardin
2
Aabo, Tom
1
Abhyankar, Abhay
1
Afonso, António
1
Agnesens, Julius
1
Aharony, Joseph
1
Ahmed, Shamim
1
Alexakis, Panayotis
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Alexander, Carol
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Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Energy economics
1
Journal of empirical finance
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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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:
2
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:
3
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
4
Asset prices and "the devil(s) you know"
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 20-35
Persistent link: https://www.econbiz.de/10012163795
Saved in:
5
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
6
Bank regulation, risk and return : evidence from the credit and sovereign debt crises
Hoque, Hafiz
;
Andriosopoulos, Dimitris
;
Andriosopoulos, …
- In:
Journal of banking & finance
50
(
2015
),
pp. 455-474
Persistent link: https://www.econbiz.de/10010509509
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