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~person:"Blitz, David"
~subject:"Beta risk"
~subject:"Fama-French 3-factor model"
~type_genre:"Aufsatz in Zeitschrift"
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Beta risk
Fama-French 3-factor model
Betafaktor
4
CAPM
4
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4
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4
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4
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Aufsatz in Zeitschrift
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Blitz, David
Schwetzler, Bernhard
33
Lahmann, Alexander
31
Hammer, Benjamin
17
Brooks, Robert
16
Faff, Robert W.
16
Knoll, Leonhard
10
Reeves, Jonathan J.
10
Hollstein, Fabian
7
Choudhry, Taufiq
6
Kruschwitz, Lutz
6
Prokopczuk, Marcel
6
Rath, Franziska
6
Bali, Turan G.
5
Feder-Sempach, Ewa
5
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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
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Altay-Salih, Aslihan
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Carvalho, Raul Leote de
3
Cenesizoglu, Tolga
3
Chen, Chun-Da
3
Chen, Dar-hsin
3
Christoffersen, Peter F.
3
Diacogiannis, George P.
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Dungey, Mardi H.
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European financial management : the journal of the European Financial Management Association
1
Journal of empirical finance
1
Journal of risk
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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ECONIS (ZBW)
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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
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:
3
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:
4
Agency-based asset pricing and the beta anomaly
Blitz, David
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 770-801
Persistent link: https://www.econbiz.de/10010503540
Saved in:
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