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~person:"Blitz, David"
~person:"Reeves, Jonathan J."
~subject:"Beta risk"
~type_genre:"Aufsatz in Zeitschrift"
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Beta risk
Betafaktor
14
CAPM
13
Portfolio selection
9
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9
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9
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9
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8
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Aufsatz in Zeitschrift
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14
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14
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Blitz, David
Reeves, Jonathan J.
Schwetzler, Bernhard
33
Lahmann, Alexander
31
Hammer, Benjamin
17
Brooks, Robert
16
Faff, Robert W.
16
Knoll, Leonhard
10
Hollstein, Fabian
7
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.
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International journal of forecasting
3
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2
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2
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2
Applied financial economics
1
European financial management : the journal of the European Financial Management Association
1
Journal of risk
1
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1
The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
14
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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
Beta measurement with high frequency returns
Bao Doan
;
Lee, John B.
;
Liu, Qianqiu
;
Reeves, Jonathan J.
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459130
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
Shifts in beta and the TARP announcement
Phin, Andrew
;
Prono, Todd
;
Reeves, Jonathan J.
;
Saxena, …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553701
Saved in:
5
Targeting market neutrality
Lee, John B.
;
Reeves, Jonathan J.
;
Tjahja, Alice C.
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 437-451
Persistent link: https://www.econbiz.de/10012194663
Saved in:
6
CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
Saved in:
7
Beta forecasting at long horizons
Cenesizoglu, Tolga
;
Ribeiro, Fabio de Oliveira Ferrazoli
; …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
Saved in:
8
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:
9
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
10
Betas and the myth of market neutrality
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 548-558
Persistent link: https://www.econbiz.de/10011597207
Saved in:
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