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~person:"Herwartz, Helmut"
~person:"Jonas, Martin"
~person:"Reeves, Jonathan J."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Beta risk estimator"
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Herwartz, Helmut
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33
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31
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17
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16
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10
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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
Der Betafaktor zwischen theoretischer Definition und belastbarer Prognose : Erwiderung zu Haesner/Jonas, CF 2019 S. 292 ff.
Knoll, Leonhard
;
Kruschwitz, Lutz
;
Löffler, Andreas
; …
- In:
Corporate finance : Finanzierung, Kapitalmarkt, …
11
(
2020
)
3/4
,
pp. 97-102
Persistent link: https://www.econbiz.de/10012213815
Saved in:
4
Bewerten heißt vergleichen - mit dem CAPM bewerten heißt mit vergleichbaren Betafaktoren bewerten : Stellungnahme zur Erwiderung von Knoll/Kruschwitz/Löffler/Lorenz, CF 2020 S. 97...
Haesner, Christian
;
Jonas, Martin
- In:
Corporate finance : Finanzierung, Kapitalmarkt, …
11
(
2020
)
3/4
,
pp. 102-103
Persistent link: https://www.econbiz.de/10012213816
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5
"Bewerten heißt vergleichen" : vom theoretischen Grundsatz zur Prognose belastbarer Betafaktoren
Haesner, Christian
;
Jonas, Martin
- In:
Corporate finance : Finanzierung, Kapitalmarkt, …
10
(
2019
)
9/10
,
pp. 292-298
Persistent link: https://www.econbiz.de/10012111294
Saved in:
6
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:
7
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:
8
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:
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
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