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~person:"Herwartz, Helmut"
~person:"Messis, Petros"
~person:"Reeves, Jonathan J."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Beta risk estimator"
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Beta risk
16
Betafaktor
16
CAPM
13
Theorie
10
Theory
10
Capital income
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risk
7
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7
Forecasting model
6
Prognoseverfahren
6
Estimation
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Aktienmarkt
3
Measurement
3
Messung
3
Realized beta
3
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3
Ankündigungseffekt
2
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2
Börsenkurs
2
Deutschland
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Germany
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Risikoprämie
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Zero-beta portfolios
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Asset pricing
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Behavioural finance
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Beta forecasting
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Aufsatz in Zeitschrift
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16
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English
16
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Herwartz, Helmut
Messis, Petros
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
Blitz, David
4
Bollerslev, Tim
4
Degner, Jan
4
Duc Hong Vo
4
Dębski, Wiesław
4
Fabozzi, Frank J.
4
Jonas, Martin
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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International journal of forecasting
3
Finance research letters
2
Journal of forecasting
2
Applied economics
1
Applied financial economics
1
EuroEconomica
1
Finance : revue de l'Association Française de Finance
1
Journal of empirical finance
1
Managerial finance
1
Quantitative finance
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
16
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1
The effects of herding on betas and idiosyncratic risk
Messis, Petros
;
Alexandridis, Antonis
;
Zapranis, Achilleas
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10013547876
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
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:
4
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:
5
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:
6
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:
7
Forecasting time-varying daily betas : a new nonlinear approach
Messis, Petros
;
Zapranis, Achilleas
- In:
Managerial finance
42
(
2016
)
2
,
pp. 54-73
Persistent link: https://www.econbiz.de/10011539290
Saved in:
8
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:
9
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:
10
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros
;
Zapranis, Achilleas
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
Saved in:
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