//--> //--> //-->
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
~isPartOf:"Finance research letters"
~subject:"Capital income"
~subject:"Portfolio-Management"
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:"Factor rotation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Portfolio-Management
Factor analysis
11
Faktorenanalyse
11
Kapitaleinkommen
8
CAPM
7
Estimation
7
Portfolio selection
7
Schätzung
7
Asset pricing
3
Virtual currency
3
Virtuelle Währung
3
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Correlation
2
Cryptocurrency
2
Dynamic correlations
2
Estimation theory
2
Factor model
2
Factor models
2
Forecasting model
2
Korrelation
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Schätztheorie
2
Share price
2
Theorie
2
Theory
2
Welt
2
World
2
Aktienindex
1
Aktienmarkt
1
Asset pricing model
1
Asset pricing model fit
1
Bayesian analysis
1
Bayesian factor inclusion
1
Beta risk
1
Betafaktor
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Božović, Miloš
2
Ali, Fahad
1
Bouri, Elie
1
Christou, Christina
1
Feng, Wenjun
1
Fletcher, Jonathan
1
Grobys, Klaus
1
Gupta, Rangan
1
Haga, Jesper
1
Rudkin, Wanling
1
Shen, Dehua
1
Urquhart, Andrew
1
Wang, Pengfei
1
Zhang, Zhengjun
1
Ülkü, Numan
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
15
Journal of financial economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of banking & finance
8
Journal of empirical finance
8
International review of financial analysis
6
Economics letters
5
Journal of financial econometrics
5
Journal of international financial markets, institutions & money
5
NBER working paper series
5
CESifo working papers
4
Fisher College of Business working paper series
4
Journal of financial and quantitative analysis : JFQA
4
Journal of forecasting
4
Journal of international money and finance
4
NBER Working Paper
4
Quantitative finance
4
Research paper series / Swiss Finance Institute
4
Discussion papers / CEPR
3
Insurance / Mathematics & economics
3
International journal of economics and financial issues : IJEFI
3
Journal of investment management : JOIM
3
The journal of asset management
3
The journal of portfolio management : a publication of Institutional Investor
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics
2
Applied economics letters
2
BestMasters
2
Cambridge working papers in economics
2
Discussion paper / Tinbergen Institute
2
Econometrics : open access journal
2
Finance and stochastics
2
Financial markets and portfolio management
2
Fisher College of Business Working Paper
2
International journal of forecasting
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
2
Risk-weighted cryptocurrency indices
Feng, Wenjun
;
Zhang, Zhengjun
- In:
Finance research letters
51
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014291558
Saved in:
3
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
4
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
Saved in:
5
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors
Ali, Fahad
;
Ülkü, Numan
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336158
Saved in:
6
A three-factor pricing model for cryptocurrencies
Shen, Dehua
;
Urquhart, Andrew
;
Wang, Pengfei
- In:
Finance research letters
34
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012436740
Saved in:
7
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
8
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Saved in:
9
Identifying portfolio-based systematic risk factors in equity markets
Grobys, Klaus
;
Haga, Jesper
- In:
Finance research letters
17
(
2016
),
pp. 88-92
Persistent link: https://www.econbiz.de/10011596233
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->