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~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Betafaktor"
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Search: subject:"Capital Asset Pricing Model"
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Journal of investment management : JOIM
The European journal of finance
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International review of financial analysis
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Applied financial economics
15
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1
Characteristic-Based returns : alpha or smart beta?
Kim, Soohun
;
Korajczyk, Robert A.
;
Neuhierl, Andreas
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 70-89
Persistent link: https://www.econbiz.de/10013173472
Saved in:
2
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
3
Optimal holdings of active, passive and smart beta strategies
Bellord, Edmund
;
Livnat, Joshua
;
Porter, Dan
;
Tarlie, …
- In:
Journal of investment management : JOIM
17
(
2019
)
2
,
pp. 40-62
Persistent link: https://www.econbiz.de/10012254277
Saved in:
4
Stochastic portfolio theory and the low beta anomaly
Agapova, Anna
;
Ferguson, Robert
;
Leistikow, Dean
- In:
The European journal of finance
25
(
2019
)
5
,
pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
Saved in:
5
Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
The European journal of finance
25
(
2019
)
16
,
pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
Saved in:
6
Investing with style
Asness, Cliff
;
Ilmanen, Antti
;
Israel, Ronen
; …
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 27-63
Persistent link: https://www.econbiz.de/10011635183
Saved in:
7
Strategic asset allocation with low-risk stocks : a bootstrap analysis
Fong, Wai-mun
;
Koh, Timothy
- In:
Journal of investment management : JOIM
13
(
2015
)
2
,
pp. 39-58
Persistent link: https://www.econbiz.de/10011635300
Saved in:
8
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
9
Risk and beta anatomy in the hedge fund industry
Savona, Roberto
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
Saved in:
10
Hedge fund beta replication : a five-year retrospective
Lee, Peter A.
;
Lo, Andrew W.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 5-18
Persistent link: https://www.econbiz.de/10011634613
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