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~person:"Blitz, David"
~person:"Hollstein, Fabian"
~subject:"Beta risk"
~type_genre:"Aufsatz in Zeitschrift"
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Beta risk
Betafaktor
11
CAPM
10
Estimation
7
Schätzung
7
Theorie
7
Theory
7
Capital income
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Volatility
4
Volatilität
4
Börsenkurs
3
Share price
3
Beta
2
Beta estimation
2
Forecasting model
2
Low beta
2
Low volatility
2
Profitability
2
Prognoseverfahren
2
Risiko
2
Risk
2
beta estimation
2
Agency theory
1
Aktienmarkt
1
Ambiguity
1
Anomaly
1
Betting against beta
1
China
1
China A shares
1
Correlation
1
Decision under uncertainty
1
Disagreement
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Factor analysis
1
Factor models
1
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11
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Aufsatz in Zeitschrift
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11
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Blitz, David
Hollstein, Fabian
Schwetzler, Bernhard
33
Lahmann, Alexander
31
Hammer, Benjamin
17
Brooks, Robert
16
Faff, Robert W.
16
Knoll, Leonhard
10
Reeves, Jonathan J.
10
Choudhry, Taufiq
6
Kruschwitz, Lutz
6
Prokopczuk, Marcel
6
Rath, Franziska
6
Bali, Turan G.
5
Feder-Sempach, Ewa
5
Löffler, Andreas
5
Rubio, Gonzalo
5
Tang, Gordon Y. N.
5
Todorov, Viktor
5
Arnold, Sven
4
Bollerslev, Tim
4
Degner, Jan
4
Duc Hong Vo
4
Dębski, Wiesław
4
Fabozzi, Frank J.
4
Jonas, Martin
4
Messis, Petros
4
Rutkowska-Ziarko, Anna
4
Veeraraghavan, Madhu
4
Akdeniz, Levent
3
Alexeev, Vitali
3
Altay-Salih, Aslihan
3
Asgharian, Hossein
3
Carvalho, Raul Leote de
3
Cenesizoglu, Tolga
3
Chen, Chun-Da
3
Chen, Dar-hsin
3
Christoffersen, Peter F.
3
Diacogiannis, George P.
3
Dungey, Mardi H.
3
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Journal of banking & finance
4
European financial management : the journal of the European Financial Management Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
11
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1
The volatility effect in China
Blitz, David
;
Hanauer, Matthias
;
Vliet, Willem Nicolaas van
- In:
The journal of asset management : a major new, …
22
(
2021
)
5
,
pp. 338-349
Persistent link: https://www.econbiz.de/10012614829
Saved in:
2
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:
3
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
4
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:
5
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
6
Estimating beta : the international evidence
Hollstein, Fabian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012521614
Saved in:
7
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
8
Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of financial markets
44
(
2019
),
pp. 91-118
Persistent link: https://www.econbiz.de/10012317421
Saved in:
9
The profitability of low-volatility
Blitz, David
;
Vidojevic, Milan
- In:
Journal of empirical finance
43
(
2017
),
pp. 33-42
Persistent link: https://www.econbiz.de/10011817898
Saved in:
10
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
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