//--> //--> //-->
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:"Risk premium"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Börsenkurs"
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:"Betafaktor"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Börsenkurs
Beta risk
24
Betafaktor
24
CAPM
17
Portfolio selection
9
Portfolio-Management
9
Theorie
9
Theory
9
Estimation
8
Schätzung
8
Capital income
6
Kapitaleinkommen
6
Risikoprämie
5
Volatility
5
Volatilität
5
Risiko
4
Risk
4
USA
4
United States
4
Beta
3
Estimation theory
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
Share price
3
Adaptive estimation
2
Factor analysis
2
Faktorenanalyse
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Semiparametric efficiency
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Li, Jia
2
Tauchen, George Eugene
2
Todorov, Viktor
2
Atilgan, Yigit
1
Bali, Turan G.
1
Bandi, Federico M.
1
Carvalho, Raul Leote de
1
Da Silva, Alexandre Schutel
1
Darolles, Serge
1
Demirtas, K. Ozgur
1
Francq, Christian
1
Gunaydin, A. Doruk
1
Kleibergen, Frank
1
Laurent, Sébastien
1
Lee, Wai
1
Lu, Xiao
1
Moulin, Pierre
1
Renò, Roberto
1
Zhang, Congshan
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of portfolio management : a publication of Institutional Investor
Journal of financial economics
12
Journal of empirical finance
8
Applied economics
7
Applied financial economics
6
Emerging markets, finance and trade : EMFT
6
International review of financial analysis
6
Journal of financial and quantitative analysis : JFQA
6
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
Review of quantitative finance and accounting
5
The journal of real estate finance and economics
5
Working paper / National Bureau of Economic Research, Inc.
5
International journal of economics and finance
4
Journal of banking & finance
4
NBER Working Paper
4
NBER working paper series
4
Research paper series / Swiss Finance Institute
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
CREATES research paper
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
Folia oeconomica Stetinensia : FOS
3
Journal of financial econometrics
3
Journal of investment management : JOIM
3
Journal of risk finance : the convergence of financial products and insurance
3
Pacific-Basin finance journal
3
Review of financial economics : RFE
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of investing
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Afro-Asian Journal of Finance and Accounting : AAJFA
2
American journal of finance and accounting
2
Annals of finance
2
Applied economics letters
2
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
4
Downside beta and equity returns around the world
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 39-54
Persistent link: https://www.econbiz.de/10012260362
Saved in:
5
From risk premia to smart betas : a unified framework
Da Silva, Alexandre Schutel
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10011877512
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Demystifying equity risk-based strategies : a simple alpha plus beta description
Carvalho, Raul Leote de
;
Lu, Xiao
;
Moulin, Pierre
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 56-70
Persistent link: https://www.econbiz.de/10009669691
Saved in:
8
Tests of risk premia in linear factor models
Kleibergen, Frank
- In:
Journal of econometrics
149
(
2009
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10003833785
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->