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~person:"Bali, Turan G."
~person:"Dewachter, Hans"
~subject:"Betafaktor"
~type_genre:"Aufsatz in Zeitschrift"
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Betafaktor
Capital income
41
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Bali, Turan G.
Dewachter, Hans
Reeves, Jonathan J.
6
Brooks, Robert
4
Tang, Gordon Y. N.
4
Alexeev, Vitali
3
Chen, Chun-Da
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of portfolio management : a publication of Institutional Investor
1
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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:
2
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
3
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
4
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
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