//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Brooks, Robert"
~person:"Herwartz, Helmut"
~person:"Reeves, Jonathan J."
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Beta risk estimator"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Beta risk
28
Betafaktor
28
CAPM
12
Capital income
10
Kapitaleinkommen
10
Theorie
8
Theory
8
Estimation
7
Risiko
7
Risk
7
Schätzung
7
Australia
6
Australien
6
Forecasting model
6
Portfolio selection
6
Portfolio-Management
6
Prognoseverfahren
6
Systematic risk
6
Country risk
4
Länderrisiko
4
Time series analysis
4
Zeitreihenanalyse
4
Aktienmarkt
3
Börsenkurs
3
Realized beta
3
Share price
3
Stock market
3
USA
3
United States
3
Welt
3
World
3
Ankündigungseffekt
2
Announcement effect
2
Deutschland
2
Emerging economies
2
Evaluating forecasts
2
Germany
2
Handelsvolumen der Börse
2
Measurement
2
Messung
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
28
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
28
Author
All
Brooks, Robert
Herwartz, Helmut
Reeves, Jonathan J.
Schwetzler, Bernhard
33
Lahmann, Alexander
31
Hammer, Benjamin
17
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
Blitz, David
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
more ...
less ...
Published in...
All
Applied financial economics
3
International journal of forecasting
3
Journal of multinational financial management
3
Australian economic papers
2
Finance research letters
2
Journal of forecasting
2
Applied financial economics letters
1
Finance : revue de l'Association Française de Finance
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of emerging market finance
1
Journal of empirical finance
1
Quantitative finance
1
Research in international business and finance
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Constant versus time-varying beta models : further forecast evaluation
Reeves, Jonathan J.
;
Wu, Haifeng
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 256-266
Persistent link: https://www.econbiz.de/10009758646
Saved in:
9
Dynamic asset beta measurement
Chen, Brandon
;
Reeves, Jonathan J.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1655-1664
Persistent link: https://www.econbiz.de/10009715938
Saved in:
10
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->